The All-Thing

All stick and no carrot, since ought-three.

各位能夠讀中文得來賓您好。小的這還在學中文中,恐怕中文寫得不太好,希望你們還看得懂。


征人怨 (柳中庸)

歲歲金河復玉關,朝朝馬策與刀環。
三春白雪歸青塚,萬裡黃河繞黑山。

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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:

http://www.quantnotes.com/edutainment/betting/gamblersruin.htm

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 | /math | (leave a comment) | permalink


   

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