Imagine you are playing a game of Russian Roulette. This game is played, of course, with a revolver: There are players. There are bullets in the cylinder. There are empty chambers in the cylinder (i.e. chambers total). At the start of the round, the bullets are loaded in a random order with unknown distribution, andContinue reading “Markovian Russian Roulette”
Tag Archives: markov chain
Probability Theory with Linear Algebra
This post was inspired by a MathOverflow problem: Coin flipping and a recurrence relation. Let’s start by taking a look at an interesting problem from probability theory. We have 6 biased coins, each with 2 sides: heads and tails. The probability of a coin landing on heads is given as . Assume that initially, weContinue reading “Probability Theory with Linear Algebra”
