Two players are playing a coin tossing game. Player A wins $1 if the coin comes up heads and loses $1 if it comes up tails. Player B is unaware that the coin is weighted so that p(heads)=.55. They start with $3 in some way divided between them. They play until one player has no money.
Write the transition matrix, P, for this game from player A's point of view.
Given that A and B are two players and play using a coin.
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