Monday, June 18, 2018

Gambler’s ruin

The required solution Dz satisfying the boundary conditions (31) is
Dz =z(a−z) (34) The expected duration of the game in the classical ruin problem is given by
(33) or (34), according as p ̸= q or q = p = 1 . 2
It should be noted that this duration is considerably longer than we would 17
http://www.johnboccio.com/research/quantum/notes/ruin.pdf

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