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A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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stopping time expectation for gambler's ruin
2 players A and B start with x & y dollars respectively, and they bet against each other 1 dollar each time by tossing a fair coin.
I let $X_n = x + \sum_{i=1}^{n}\xi_i$ where $\xi_i$ are i.i.d. with …