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Imagine you have $k$ dollars in your pocket and you are gambling with a wealthy man (with infinitely much money). The rule is repeatedly tossing a coin and you win $\$1$ if it's a head, otherwise you lose $\$1$. Now, what's the probability that you get broke eventually?

  • 2
    [Gambler's Ruin](http://en.wikipedia.org/wiki/Gambler%27s_ruin).2012-10-06
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    The probability is $1$.2012-10-06

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