Timeline for Expected number of games until bust
Current License: CC BY-SA 4.0
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| Feb 27, 2022 at 21:57 | comment | added | Will Sawin | @JamesMartin Thanks! I guess I said it's a variant because it pretty rapidly leads to the same calculation, but maybe all correct arguments will have to lead to pretty much the same calculation. Yeah, I was thinking of using an optional stopping theorem (condition (b) on the Wikipedia page en.wikipedia.org/wiki/Optional_stopping_theorem works, say). | |
| Feb 27, 2022 at 21:45 | comment | added | James Martin | Nice! It seems rather different to the argument I described. To formalise this one, you'd presumably use an optional stopping theorem or the like. Or alternatively you could turn it into an argument using the law of large numbers, and the drift per unit time. Anyway, much easier to do the calculation in your head with this method than with mine! | |
| Feb 27, 2022 at 13:32 | history | answered | Will Sawin | CC BY-SA 4.0 |