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Gambler's Ruin: Expected Duration
Gambler's Ruin: Expected Duration
Level 4
●●●●○
Hard
~7 min
Problem
In the fair gambler's ruin (
p
=
1
/
2
p=1/2
p
=
1/2
) with absorbing barriers at
0
0
0
and
N
N
N
, starting from
DOLLAR k
, what is the expected number of rounds until the game ends (you hit
0
0
0
or
N
N
N
)?
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