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515概率困难数值题long

Ruin Probability Under a Martingale Betting Strategy

题目

A gambler uses a doubling strategy (Martingale system): she bets $1\$1 on a fair coin, and after each loss she doubles her bet, resetting to $1\$1 after any win. Her initial capital is $31\$31 and the table maximum bet is $16\$16 (so she can lose at most 44 consecutive times before hitting the cap, since 1+2+4+8+16=311 + 2 + 4 + 8 + 16 = 31). If the bet would exceed $16\$16, she bets her remaining capital instead. Her target is $42\$42 (a net gain of $11\$11). What is the probability she reaches $42\$42 before going broke?

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