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 and Bob wagers . If heads, Alice gains from Bob (and Bob loses ); if tails, Bob gains from Alice (and Alice loses ). Alice starts with and Bob starts with . The game ends when either player is ruined (reaches ). 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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