A classic random walk problem that can be solved using the theory of Markov processes. At each play a gambler is supposed to have probability p of winning one unit and probability q (= 1−p) of losing one unit. The gambler starts with j units. Betting continues until either the gambler's fortune reaches N (in which case the gambler retires) or the gambler is ruined. If p = ½ then the probability of ruin is 1−(j/N), and otherwise it is
- startup
- start-up file
- star twinkling
- starvation
- star world
- stasigenesis
- stasis
- Stas, Jean Servais
- STAT
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- Stata
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- State Earnings-Related Pension Scheme
- state enterprise
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- stateful server
- state function
- stateless protocol
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