Problem. Two players A and B, having initial amounts of money a and (t-a) dollars, respectively, play a game in which the probability that A wins a round is p and the probability that B wins is q=1-p. Each time A wins, he gets one dollar from B, otherwise he gives B one dollar. What is the probability that A will eventually get all of B's money?

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Problem. Two players A and B, having initial amounts of money a and (t-a)
dollars, respectively, play a game in which the probability that A wins a round is p and
the probability that B wins is q=1-p. Each time A wins, he gets one dollar from B,
otherwise he gives B one dollar. What is the probability that A will eventually get all
of B's money?
Transcribed Image Text:Problem. Two players A and B, having initial amounts of money a and (t-a) dollars, respectively, play a game in which the probability that A wins a round is p and the probability that B wins is q=1-p. Each time A wins, he gets one dollar from B, otherwise he gives B one dollar. What is the probability that A will eventually get all of B's money?
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