What is the probability of a monkey typing random letts and getting AB before getting AA.
We are learning probability using martingale and stopping time.
I tried to define T to be the stopping time of getting AB or AA. I wanted to define a martingale $X_n$ s.t $X_T$ would get AA or AB and cheack what's the chance of it being AB. But I could not think of a r.v $X_n$ that would do it.
I'm not sure if this is the right approach.
Thank you,