=+7.2 As shown on p. 94, there is probability 1 that the gambler either achieves his goal
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=+7.2 As shown on p. 94, there is probability 1 that the gambler either achieves his goal of c or is ruined. For p +q, deduce this directly from the strong law of large numbers. Deduce it (for all p) via the Borel-Cantelli lemma from the fact that if play never terminates, there can never occur c successive + 1's.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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