Les joueurs peuvent utiliser ces probabilités pour établir leurs stratégies de jeu. On suppose que la pièce est parfaite, donc qu’il a exactement autant de chances de gagner que de perdre, donc sa fortune devrait être constante. Il joue toujours la moitié de sa fortune, ni plus ni moins, de façon à ne jamais être ruiné et à pouvoir jouer indéfiniment. Pourtant, avec une espérance exactement nulle, il voit sa fortune fondre rapidement.
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