A gambler with an initial finite capital of d > 0 dollars starts to play a dollar slot machine. At each play, either his dollar is lost or is returned with some additional number of dollars. Let X i...

A gambler with an initial finite capital of d > 0 dollars starts to play a dollar slot machine. At each play, either his dollar is lost or is returned with some additional number of dollars. Let X_i
be his change of capital on the ith play. Assume that {X_i; i=1, 2, . . .} is a set of IID random variables taking on integer values {1, 0, 1, . . . }. Assume that E [X_i] <>