來源: TCT 於 09-11-09 13:14:30 [檔案] [博客] [舊帖] [轉至博客] [給我悄悄話]
If you had $10,000 to start with, and staked 50% of your balance on the toss of a fair coin. Heads, you win as much as you staked; tails you lose your stake. So if the first toss is a win, you have $15,000 for the next play, and can stake 7,500; and if the first toss is a loss, you have $5,000 for the next play, and can stake 2,500. What is the probability of having more than $10,000 balance after 30 tosses? or 100 tosses?