赌徒的废墟和第一次穿越时间

J. Vrbik
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引用次数: 1

摘要

我们的第一个目标是找到玩家赢得游戏并最终获得a+ b美元的概率。要做到这一点,我们必须想象游戏已经进行了一段时间,玩家的口袋里刚好有1美元,所以他的对手有1 + 2美元。鉴于此,我们用wi表示玩家赢得游戏的概率。如果再打一轮,大家就会看到
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Gambler's Ruin and First Passage Time
Our first objective is to find the probability that our player wins the game, ending up with a+ b dollars. To do this, we have to imagine that the game has been going on for some time, and the player has reached the point of having exactly i dollars in his pocket, so that his opponent has a+ bi. Given that, we denote our player’s probability of winning the game by wi. If one more round is played, one can see that
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