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I'm stuck on this Probability? Two players A and B play the following game: Initially, player A has n(sub)A pounds and player B has n(sub)B pounds, both greater than zero. They toss a fair coin and if it turns HEADS, then player B gives one pound to A. If it turns TAILS, then player A gives a pound to B. The game stops when one of the players loses all his money. What is the average number of steps until the end of the game ? (HINT: let m(sub)j be the expected number of steps required, when player A has j pounds and try to set up a recursive equation for m(sub)j.)
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