참고문헌
- Annals of Mathmatics v.10 The gambler's ruin Coolidge, J.L.
- How to gamble if you must Dubins;Savage
- A first course in stochstic processes(the 2nd ed.) Karlins, S.;Taylor, H.
- Probability Theory Ⅰ Loeve, M.
- Stochastic processes Parzen, E.
In a game called red and black, you can stake any amount is in your possession. Suppose your goal is 1 and your current fortune is