拙解, 不知道对不对

回答: Quant 面试题:梯子康MM2009-07-16 10:15:00

assume n=2k, then the probability of getting to the top of the ladder is
1/4 [(2k+1)/(4k)+2k/(4k)]+ 1/8 [(2k-1)/(4k)+(2k-2)/(4k)] +......+1/2^(k+1) [3/(4k)+2/(4k)]
for n large, ignoring the high order terms, the above is approximately 1/2-3/(8k)=1/2-3/(4n).

所有跟帖: 

飞鱼兄很厉害呀,在哪里做quant? -康MM- 给 康MM 发送悄悄话 康MM 的博客首页 (0 bytes) () 07/20/2009 postreply 16:10:44

回复:飞鱼兄很厉害呀,在哪里做quant? -雪山飞鱼- 给 雪山飞鱼 发送悄悄话 (279 bytes) () 07/20/2009 postreply 19:17:00

Can 康MM explain... -Commentate- 给 Commentate 发送悄悄话 (50 bytes) () 07/21/2009 postreply 09:53:18

回复:Can 康MM explain... -康MM- 给 康MM 发送悄悄话 康MM 的博客首页 (123 bytes) () 07/22/2009 postreply 09:24:57

哇,这么费解,还面试题呢。 -Commentate- 给 Commentate 发送悄悄话 (0 bytes) () 07/23/2009 postreply 16:03:19

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