=+bold-play strategy scaled down to the interval [0, ; ], and so the chance he ever reaches
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=+bold-play strategy scaled down to the interval [0, ; ], and so the chance he ever reaches ; is Q(2x) for an initial fortune of x. Suppose further that if he does reach the goal of ;, or if he starts with fortune at least ; in the first place, then he continues, but with ordinary bold play. For an initial fortune
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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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