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PDF-MathematicalIdeasUnderstandingaStochasticProcessWeconsiderasequenceofB

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Published 2015-10-15 | 5084 Views

MathematicalIdeasUnderstandingaStochasticProcessWeconsiderasequenceofB
qpa1ifp6qandqT01T0aifpq123 ProofAfterthe rsttrialthegamblersfortuneiseitherT01orT01andthereforewemusthaveqT0pqT01qqT011provided1T0a1ForT01the rsttrialmayleadtoruinand1isre

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