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bankrollForTargetRorDiffusion

Bankroll B that achieves target risk of ruin under the diffusion approximation.

bankrollForTargetRorDiffusion(driftPerHand: number, variancePerHand: number, targetRor: number): number

Import​

const poker = require('poker-calculations');

ESM (Node):

import { createRequire } from 'module';
const require = createRequire(import.meta.url);
const poker = require('poker-calculations');

When to use​

Inverse of riskOfRuinDiffusionApprox: given per-hand drift and variance, find how large a bankroll must be for a chosen ruin probability (e.g. 1% or 5%). Useful for spreadsheets and study charts, not live bankroll advice.

How to use​

const poker = require('poker-calculations');

const driftPerHand = 1.2;
const variancePerHand = 150;
const targetRor = 0.05;

const bankroll = poker.bankrollForTargetRorDiffusion(
  driftPerHand,
  variancePerHand,
  targetRor,
);

const check = poker.riskOfRuinDiffusionApprox(
  driftPerHand,
  variancePerHand,
  bankroll,
);
console.log({ bankroll, checkRor: check });

Returns​

number — bankroll size B such that riskOfRuinDiffusionApprox(driftPerHand, variancePerHand, B) ≈ targetRor (same diffusion model as riskOfRuinDiffusionApprox).