MathematicalIdeasUnderstandingaStochasticProcessWeconsiderasequenceofB - PPT Presentation
qpa1ifp6qandqT01T0aifpq123
ProofAfterthersttrialthegamblersfortuneiseitherT01orT01andthereforewemusthaveqT0pqT01qqT011provided1T0a1ForT01thersttrialmayleadtoruinand1isre ID: 161334