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The Dueling Gamblers is a easy quant interview question on probability.
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This is an easy probability question commonly asked in quant interviews to see how naturally you think about random walks and absorbing barriers. It requires setting up and solving a simple recurrence relation rather than heavy computation.
The core skill being tested is your ability to model a sequential game as a Markov chain—where the outcome depends only on the current state, not history—and then derive the probability of reaching one boundary before another. Candidates who approach this systematically, by writing out the recurrence for winning probability at each chip count, typically arrive at the answer quickly.