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503概率中等数值题medium

Asymmetric Step-Size Gambler's Ruin

题目

A gambler starts with $3\$3. Each round she wins $1\$1 with probability 23\tfrac{2}{3} or loses $2\$2 with probability 13\tfrac{1}{3}. She stops when her fortune first hits $0\$0 or below (ruin) or reaches $5\$5 or above (victory). Note that if her fortune is $1\$1 and she loses, she goes to $1-\$1, which counts as ruin.

What is the probability that she achieves victory?

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