5913概率中等数值题medium
Minimizing Ruin in a Favorable Game
题目
You have chips and play a favorable even-money game you win with probability , intending to play forever (no cash-out target) and stake whole chips. To minimize the chance of ever going broke you bet the smallest stake, chip per round. What is the probability you are eventually ruined under this minimum-stake (timid) play?
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