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Quant版 - 问个题
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1 (共1页)
b********t
发帖数: 5261
1
一个钟,从0开始,equal possibility jump one step forwards and backwards, 问
expected time get back to 0.
s*********y
发帖数: 284
2
Gambler's ruin problem
Say the first step is +1, then the problem becomes what the expected steps
is to go back to 0 or go to 12. The answer is 1*11=11. Then the answer for
the original problem is 11+1=12.
b********t
发帖数: 5261
3
3x

【在 s*********y 的大作中提到】
: Gambler's ruin problem
: Say the first step is +1, then the problem becomes what the expected steps
: is to go back to 0 or go to 12. The answer is 1*11=11. Then the answer for
: the original problem is 11+1=12.

1 (共1页)
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