Consider the gamblers ruin problem (Example 3.14) in which
Chapter , Problem 30(choose chapter or problem)
Consider the gamblers ruin problem (Example 3.14) in which two gamblers play the game of heads or tails. Each time a fair coin lands heads up, player A wins $1 from player B, and each time it lands tails up, player B wins $1 from A. Suppose that, initially, player A has a dollars and player B has b dollars. We know that eventually either player A will be ruined in which case B wins the game, or player B will be ruined in which case A wins the game. Let T be the duration of the game. That is, the number of times A and B play until one of them is ruined. Find E(T ).
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