In Gambler's Ruin when both players start with the same amount of money, we show the playing time stochastically increases when the games are made more fair. We give two different arguments for this fact that extend results from \cite{Pek2021}. We then use this to show that the exit time from a symmetric interval for Brownian motion with drift stochastically increases as the drift moves closer to zero; this result is not easily obtainable from available explicit formulas for the density.
翻译:在 Gambler 的 Ruin 游戏中, 当两个玩家开始用相同数额的钱时, 当游戏变得更加公平时, 我们显示游戏的播放时间会增加。 我们给出两个不同的理由来解释这个事实, 其结果来自\ cite{ Pek2021} 。 然后我们用它来显示, 在漂移接近零时, Brownian 运动的对称间隔的退出时间会随着漂移的增加而增加; 这个结果很难从可用密度的清晰公式中获得 。