Problem: Three people start with integer amounts a,b and c. In each round, each one tosses a fair coin. If not all faces are the same, the person with the different face gets a rupee from each of the other two. If all faces are the same, no money is exchanged. This process is repeated till one of them gets bankrupt. What is the expected number of rounds till the game ends?
Hint: Given away by Sudeep. (* Define a martingale of the form
Y_n=A_n*B_n*C_n + some other term (where A_n,B_n,C_n are the fortunes
of the three players at time n). *)
Solution: Posted by chera (Gaurav Sinha, IITK 1996 Graduate, Indian Revenue Service) in comments!