The All-Thing

All stick and no carrot, since ought-three.


除夜自石湖歸苕溪 (姜夔)


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Thu, 09 Oct 2003
Gambler's Ruin Solution

My language exchange partner and I were going over the Gambler's Ruin problem yesterday (he is a big random walk guy and yes, this is the type of stuff we end up talking about in the English portion) and we came up with a solution remarkably similar to this one I found today:

No random walks involved, just straight recurrence solving. Interesting that there's a hidden q != p assumption in there (which we didn't notice and had us scratching our heads as to why everything collapsed to 0/0 in the q = p case.)

Posted at 13:30 | trackback | (leave a comment) | back


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