Tennis game markov chain

hnlk

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Dec 17, 2021
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Two equally strong tennis players, A and B, bet
$50$
euros and play one set: the player
that wins six games first wins and receives the pot of
$100$
euro. They agree on no tie-breaks
or ‘two-point difference’ rule. After the seventh game, the score is
$4–3$
and player A has the
advantage. At that moment a thunderstorm breaks out and the players stop playing.
Suppose both players agree on playing some (possibly random) number M of extra ‘independent’ games in which either player has a
$50$
% chance to win. Let
$p$
= P(A wins the set).
Show mathematically that if M is chosen in the sense that the game stops as soon as
one player wins the set, then
$p= \frac{11}{16}$
.
 
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