赌博的鞅论模型及随机模拟

Gambling Model with Martingale Theory and Stochastic Simulation

赌博是一种重要的社会现象,对其定性研究很多,但关于运用数学模型进行定量研究的文献并不多。鉴于此,运用概率论及鞅论建立了赌博模型,探讨了破产概率、赌博策略及赌博停止次数。最后给出了Matlab编制的随机模拟程序,并依据数值模拟结果对赌博策略提出了几点指导意见。

Gambling is an important social phenomenon.There are a lot of qualitative researches,but the corresponding research literature about its mathematical models is few.The gambling model is established by using probability and martingale,the probability,gambling strategy and gambling stop times are studied.Random simulation program are explored by using matlab software.According to the simulation result,a few comments of gambling strategy are given.