Question: Calvin and Hobbes play a match consisting of a series of games, where Calvin has probability p of winning each game (independently). They play with a "win by two"" rule: the first player to win two games more than his opponent wins the match. Find the probability that Calvin wins the match (in terms of p), in two di↵erent ways:
(a) by conditioning, using the law of total probability.
(b) by interpreting the problem as a gambler's ruin problem.