As in the gamblers ruin problem, two gamblers, A and B, make a series of bets, until one

Chapter 2, Problem 46

(choose chapter or problem)

As in the gamblers ruin problem, two gamblers, A and B, make a series of bets, until one of the gamblers goes bankrupt. Let A start out with i dollars and B start out with N i dollars, and let p be the probability of A winning a bet, with 0 0

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