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517概率中等数值题medium

Two-Player Ruin with Unequal Bet Sizes

题目

Alice and Bob play a sequence of fair-coin games. In each round, Alice wagers $1\$1 and Bob wagers $2\$2. If heads, Alice gains $1\$1 from Bob (and Bob loses $1\$1); if tails, Bob gains $2\$2 from Alice (and Alice loses $2\$2). Alice starts with $4\$4 and Bob starts with $6\$6. The game ends when either player is ruined (reaches $0\$0). Note that the total wealth is not conserved — the net transfer is asymmetric. What is the probability that Alice is ruined?

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