Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2011/ia/paper-2/11f/e/solution
Past exam of the mathematics course of the University of Cambridge 2011 ia Paper 2 11F e Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Now the event is to hit before , starting at . Up to the first of those two hitting times, translate the interval by one unit; its endpoints become and the starting point becomes . The gambler's ruin hitting probability is thereforeStopping at is essential: using the original absorbing endpoint would answer a different event.
New to topics? Read the docs here!