怎么介绍?
分类:
2009-01-22 06:42:02
F(i) - the probability of broke with initial state at I. F(100) is the
result
let p=.49, q=.51
F(0)=1
F(i)=p*F(i-1)+q*F(i+1) i=1,2,...
Then sum together, S=F(1)+F(2)+...
S=p*(1+S)+q(S-F(1)) => F(1)=p/q
Then, it is easy to calculate that
F(i)=(p/q)^i
Another way:
(p/q)^i is alway is martingale, where i is the money you have now, p is the probability to lose in one toss, q is the probability to win in one toss.