5964概率中等数值题medium
Polya Urn Limiting Fraction
题目
An urn starts with 1 red and 2 blue balls. Each step a ball is drawn uniformly at random, observed, and returned together with one additional ball of the same color. Let R_n/T_n be the fraction of red balls after n draws. This fraction is a bounded martingale converging to a limit L. Using optional stopping / martingale convergence, find E[L].
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