Two gamblers, A andB, bet on the outcomes of successive flips of a coin. On each flip, if the coincomes up heads (H), A collects 1 unit from B, whereas if it comes up
tails (T),A pays 1 unit to B. They continue to do this until one of them runs out ofmoney. Given that p = P({ H}) and 1-p = P({ T }), then what is theprobability that A ends up with all money, if he starts with i units and B startswith N-i units, where N (0≤i≤N) is fixed?
(* The answer should be in terms of i , p , N ONLY )