Gamblers Ruin Markov Chain

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  1. Quant Education
  2. Markov Chain Monte Carlo (Namesake)
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Комментарии
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At 2:55, the left hand side of the second line there is a type. It should be
p P_{x+1} + (1-p) P){x-1}

aqua
Автор

Strategy is flawed with irrational logic and probability.

scottab