Essentials of Stochastic Processes
turn you win $1 with probability p = 0.4 or lose $1 with probability 1−p = 0.6. ... any other information about the past is irrelevant for predicting the next state X n+1. To check this for the gambler’s ruin chain, we note that if you are ... boldface indicates a word or phrase that is being defined or explained. Equation (1.1) explains ...
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