수학과

5월 28일(목)에 열리는 수학과 산업수학 프로젝트(캡스톤 디자인) 두 번째 특강을 아래와 같이 안내 드립니다.

많은 관심과 참여를 부탁드립니다.

1. 연사 : 김민중 교수(국가수리과학연구소)

2. 일시 : 2026년 5월 28일(목) 17:00~19:00

3. 장소 : 팔달관 311호

4. 특강 제목 : Probabilistic Modelling: Ruin Probability and the Monty Hall Problem

5. 강연 초록 :

This lecture introduces two classical problems in probability that illustrate different but closely related ideas. The first part studies ruin probability through a simple casino story: a player starts with 10 dollars and repeatedly bets on red in roulette in the hope of reaching 80 dollars. This leads naturally to a random walk with absorbing boundaries a recursive equation for the probability of ruin and a discussion of how strategy and drift affect long-term outcomes. The same framework also provides a basic model for insurance risk.The second part turns to the Monty Hall problem a famous example showing that probability is deeply affected by revealed information. We explain why switching doors is the better strategy derive the result using conditional probability and discuss several generalizations. Together these two examples show that probability is not only about randomness but also about state structure and information.