赌博破产概率及其随机模拟试验

The Ruin Probability in Gambling and Its Stochastic Simulation Test

讨论了赌博问题中的最终破产概率,并给出了破产概率的随机模拟计算流程和一个具体例子的数值模拟结果.计算结果表明,由此方法得到破产概率的估计值与理论值的误差很小.最后,通过随机模拟给出游戏结束的平均次数.

In this paper, the final ruin probability of gambling problem is discussed, and a computational programme of stochastic simulation for the ruin probability and the numerical result of stochastic simulation for a concrete example are also given. The computational results show this way is of great significance precision between theoretical arithmetic and the estimated value of ruin probability. Finally, the average number of times of gambling is given by stochastic simulation in this paper.