← 返回数学题库
523概率困难数值题long

Gambler's Ruin with Momentum (Correlated Steps)

题目

A gambler on {0,1,,8}\{0, 1, \ldots, 8\} has absorbing barriers at 00 and 88. Her step probabilities depend on the previous outcome: after a win (+1+1), she wins again with probability 2/32/3 (momentum); after a loss (1-1), she wins with probability 1/31/3. The first step is a win with probability 1/21/2. Starting from state 44, what is the probability of ruin (reaching 00)?

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案