Central Limit Theorem, Random Walk, Brownian Motion
Central Limit Theorem, Random Walk, Brownian Motion
Central Limit Theorem, Random Walk, Brownian Motion
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Gambler’s RuinCLT and<strong>Random</strong><strong>Walk</strong>JeffreySchenkerRemember, we each start with $10.A GameWorking onthe ProblemInterlude:Gambler’sRuinCLTRand. <strong>Walk</strong><strong>Brownian</strong><strong>Motion</strong>The game stops when your total winnings W nreach either$10 (you win all my money)or −$10 (I win all your money)But, will the game always reach an end?How can we tell?
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