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S3:E9 Random walk and gambler's ruin
Автор: Roman Vershynin
Загружено: 2023-04-26
Просмотров: 2295
Описание:
This is part of a free course in Undergraduate Probability: https://www.math.uci.edu/~rvershyn/te...
0:00 Simple random walk defined
1:05 Gambler's ruin problem stated
2:13 To solve the problem, we condition on the first step:
3:07 Resetting the walk,
5:21 we obtain a system of linear equations,
5:43 solve it,
7:26 and get the answer to the gambler's ruin problem.
7:42 Let's solve another problem: probability to lead by 5 points.
8:26 This problem is equivalent to gambler's ruin...
10:18 ... if we shift the picture 5 points to the right,
11:04 so we get the answer.
11:31 There are many deep and interesting problems about random walk
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