=+7.6. In doubling, W1 = 1, W ,, = 2W ,._ 1, and the rule is to
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=+7.6. In "doubling," W1 = 1, W ,, = 2W ,._ 1, and the rule is to stop after the first win.
For any positive p, play is certain to terminate. Here F, - Fo + 1, but of course infinite capital is required. if Fo =2 - 1 and W ,, cannot excced Fn-1, the
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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