Tag: random-walk
Interview Questions
- Gambler's ruin with a biased coin
- The drunkard near the cliff
- Expected exit time of a random walk
- Can you time a random-walk stock?
- Will a random walk reach +3 in eight steps?
- Counting paths that touched a high before finishing
- How long does a losing streak at the casino last?
- Does a drifting walk ever come home?
- Bold play beats timid play at an unfair table
- Guaranteed to arrive, yet the average wait is infinite
- Correlation of a die's early sum with its total
- Correlation of a random walk at two times
- Random walk across an octahedron
- How long does a random walk on a line last?
- Expected time for the ant to return home on a cube
- Expected return time of a knight to a corner
- Random walk across a cube
- The drunk one step from the cliff
- The drunkard who wants to climb one step uphill
- How far from home after n random steps?
- Gambler's ruin on a fair coin
- Gambler's ruin with a small edge in your favor
- How long does the fair ruin game last?
- Ruin against an infinitely rich casino
- Gambler's ruin against the house edge
- Gambler's ruin, reach 80 from 30, and how long it takes
- The drunkard between home and the cliff
- How many flips until the gambler stops?
- Gambler's ruin when the coin is biased against you
- Gambler's ruin with a fair coin
- Which subway stop do you visit last?
- Which barrier does the random walk hit first?
- How many bets until the gambler stops?
- Exit probability and time for asymmetric barriers
- Ruin probability for a biased random walk
- Expected time for a random walk to exit an interval
- When a betting game allows draws
- Will the running score ever dip below zero?
- Will two wandering friends ever stand together?
- Why a random walk with drift is nonstationary
- Stationarity, what it means and why models demand it