59. For the gamblers ruin model of Section 4.5.1, let Mi denote the mean number of games...

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59. For the gambler’s ruin model of Section 4.5.1, let Mi denote the mean number of games that must be played until the gambler either goes broke or reaches a fortune of N, given that he starts with i, i = 0, 1, . . . ,N. Show that Mi satisfies M0 = MN = 0; Mi = 1 + pMi+1 + qMi−1, i = 1, . . . ,N − 1

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