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#1
11-29-2007, 10:05 AM
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Re: Random walk on a symmetric interval
[img]/images/graemlins/heart.gif[/img] random walk theory.
[ QUOTE ] The analogous statement is false for asymmetric intervals. [/ QUOTE ] This should be clear from the fact that if there are 2n chips, only the leader can win in n steps. 
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#2
11-30-2007, 06:45 AM
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Re: Random walk on a symmetric interval
[ QUOTE ]
[ QUOTE ] The analogous statement is false for asymmetric intervals. [/ QUOTE ] This should be clear from the fact that if there are 2n chips, only the leader can win in n steps. [/ QUOTE ] Right. It's also false in the continuous case, where you can't make an argument like that quite as easily, but you can still show that a nearly instantaneous vistory is much more likely for the player who starts with the larger stack. Qualitatively, how does the conditional probability of winning vary with time?
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