Martingale on Eikenhttps://eiken59.github.io/tags/martingale/Recent content in Martingale on EikenHugo -- 0.147.2enMon, 22 Dec 2025 00:00:00 +0000The Gambler's Ruin Problem for One-Dimensional Random Walkshttps://eiken59.github.io/projects/gamblers-ruin/Mon, 22 Dec 2025 00:00:00 +0000https://eiken59.github.io/projects/gamblers-ruin/An expository study of hitting probabilities for one-dimensional random walks — from the simple symmetric walk to bounded and finite-variance steps — using difference equations and martingale methods. Advised by Prof. Yuki Chino.