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Problem 661


Problem 661


A Long Chess Match

Two friends A and B are great fans of Chess. They both enjoy playing the game, but after each game the player who lost the game would like to continue (to get back at the other player) and the player who won would prefer to stop (to finish on a high).

So they come up with a plan. After every game, they would toss a (biased) coin with probability p of Heads (and hence probability 1p of Tails). If they get Tails, they will continue with the next game. Otherwise they end the match. Also, after every game the players make a note of who is leading in the match.

Let pA denote the probability of A winning a game and pB the probability of B winning a game. Accordingly 1pApB is the probability that a game ends in a draw. Let EA(pA,pB,p) denote the expected number of times A was leading in the match.
For example, EA(0.25,0.25,0.5)0.585786 and EA(0.47,0.48,0.001)377.471736, both rounded to six places after the decimal point.

Let H(n)=k=3nEA(1k+3,1k+3+1k2,1k3)
For example H(3)6.8345, rounded to 4 digits after the decimal point.

Find H(50), rounded to 4 digits after the decimal point.


漫长的棋局

两位好友AB都很喜欢下棋,但是每下完一局,输的一方都想要再下一局(想要赢回来),而赢的一方则不想再下(见好就收)。

他俩想到了一个办法:每下完一局,他们会抛掷一枚(不公平的)硬币,硬币有p的概率正面朝上(因此反面朝上的概率是1p)。如果硬币是反面朝上,他们就接着下一局,否则就结束。此外,每下完一局,他们都会记录目前在总获胜局数上谁暂且领先。

A赢得单局的概率为pAB赢得单局的概率为pB,进而两人平局的概率为1pApB。记EA(pA,pB,p)为整个棋局过程中A领先的次数的期望值。
例如,EA(0.25,0.25,0.5)0.585786EA(0.47,0.48,0.001)377.471736,均保留小数点后6位小数。

H(n)=k=3nEA(1k+3,1k+3+1k2,1k3)
例如,H(3)6.8345,保留小数点后4位小数。

H(50)并保留小数点后4位小数。


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