Probability of 100BB Downswing

[PairTheBoard]

There is an interesting Problem presented on the Poker Theory Forum in the Thread "Standardly Deviating".

The simple version is, given a 1BB/100hands win rate, with a standard deviation of 10BB for 100 hands: How many hands must be played to have a 99% Probability of experiencing at least one 100BB slide sometime during the play of those hands.

http://forumserver.twoplustwo.com/sh...=2#Post2040731

I believe this is a fairly challenging problem for the Probabilty Experts who might want to work on it.

PairTheBoard