In the gambler's ruin problem show that P{she wins the next gamble present fortune is i, she

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In the gambler's ruin problem show that P{she wins the next gamble present fortune is i, she eventually reaches N} [p[1-(q/p) [1-(q/p)'] =(i + 1)/2i if p if p =

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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