Predicting The Outcome of Roulette: Chaos (Woodbury, N.Y.) September 2012
Predicting The Outcome of Roulette: Chaos (Woodbury, N.Y.) September 2012
Predicting The Outcome of Roulette: Chaos (Woodbury, N.Y.) September 2012
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“No one can possibly win at roulette unless he steals part of a vain search for perpetual motion. Alternative stories
money from the table when the croupier isn’t have attributed the origin of the game to the ancient Chinese,
looking” (Attributed to Albert Einstein in Ref. 1) a French monk or an Italian mathematician.2,4 In any case,
the device was introduced to Parisian gamblers in the mid-
Among the various gaming systems, both current eighteenth century to provide a fairer game than those cur-
and historical, roulette is uniquely deterministic. Rela- rently in circulation. By the turn of the century, the game
tively simple laws of motion allow one, in principle, to was popular and wide-spread. Its popularity bolstered by its
forecast the path of the ball on the roulette wheel and to apparent randomness and inherent (perceived) honesty.
its final destination. Perhaps because of this appealing The game of roulette consists of a heavy wheel,
deterministic nature, many notable figures from the early machined and balanced to have very low friction, and
development of chaos theory have leant their hand to designed to spin for a relatively long time with a slowly
exploiting this determinism and undermining the pre- decaying angular velocity. The wheel is spun in one direc-
sumed randomness of the outcome. In this paper, we aim
tion, while a small ball is spun in the opposite direction on
only to establish whether the determinism in this system
the rim of a fixed circularly inclined surface surrounding and
really can be profitably exploited. We find that this is def-
abutting the wheel. As the ball loses momentum, it drops to-
initely possible and propose several systems which could
be used to gain an edge over the house in a game of rou- ward the wheel and eventually will come to rest in one of 37
lette. While none of these systems are optimal, they all numbered pockets arranged around the outer edge of the
demonstrate positive expected return. spinning wheel. Various wagers can be made on which
pocket, or group of pockets, the ball will eventually fall into.
It is accepted practice that, on a successful wager on a single
pocket, the casino will pay 35 to 1. Thus, the expected return
1
I. A HISTORY OF ROULETTE from a single wager on a fair wheel is ð35 þ 1Þ 37
5
þð1Þ 2:7%. In the long-run, the house will, naturally,
The game of roulette has a long, glamorous, inglorious
win. In the eighteenth century, the game was fair and con-
history, and has been connected with several notable men of
sisted of only 36 pockets. Conversely, an American roulette
science. The origin of the game has been attributed,2 perhaps
wheel is even less fair and consists of 38 pockets. We con-
erroneously,1 to the mathematician Blaise Pascal.3 Despite
sider the European, 37 pocket, version as this is of more im-
the roulette wheel becoming a staple of probability theory,
mediate interest to us.6 Figure 1 illustrates the general
the alleged motivation for Pascal’s interest in the device was
structure, as well as the layout of pockets, on a standard
not solely to torment undergraduate students, but rather as
European roulette wheel.
Despite many proposed “systems,” there are only two
a)
Electronic mail: [email protected]. profitable ways to play roulette.7 One can either exploit
an unbalanced wheel, or one can exploit the inherently weakness had also been reported in Time magazine in 1951.
deterministic nature of the spin of both ball and wheel. Casi- In this case, the report described various syndicates of gam-
nos will do their utmost to avoid the first type of exploit. The blers exploiting determinism in the roulette wheel in the
second exploit is possible because placing wagers on the out- Argentinean casino Mar del Plata during 1948.13
come is traditionally permitted until some time after the ball The second type of exploit is more physical (that is,
and wheel are in motion. That is, one has an opportunity to deterministic) than purely statistical and has consequently
observe the motion of both the ball and the wheel before attracted the attention of several mathematicians, physicists
placing a wager. and engineers. One of the first14 was Henri Poincare3 in his
The archetypal tale of the first type of exploit is that of a seminal work Science and Method.15 While ruminating on
man by the name of Jagger (various sources refer to him as the nature of chance, and that a small change in initial condi-
either William Jaggers or Joseph Jagger, or some permuta- tion can lead to a large change in effect, Poincare illustrated
tion of these). Jagger, an English mechanic and amateur his thinking with the example of a roulette wheel (albeit a
mathematician, observed that slight mechanical imperfection slightly different design from the modern version). He
in a roulette wheel could afford sufficient edge to provide for observed that a tiny change in initial velocity would change
profitable play. According to one incarnation of the tale, in the final resting place of the wheel (in his model there was
1873, he embarked for the casino of Monte Carlo with six no ball) such that the wager on an either black or red (as in a
hired assistants. Once there, he carefully logged the outcome modern wheel, the black and red pockets alternate) would
of each spin of each of six roulette tables over a period of 5 correspondingly win or lose. He concluded by arguing that
weeks.8 Analysis of the data revealed that for each wheel this determinism was not important in the game of roulette
there was a unique but systematic bias. Exploiting these as the variation in initial force was tiny, and for any continu-
weaknesses, he gambled profitably for a week before the ca- ous distribution of initial velocities, the result would be the
sino management shuffled the wheels between tables. This same: effectively random, with equal probability. He was not
bought his winning streak to a sudden halt. However, he concerned with the individual pockets, and he further
soon noted various distinguishing features of the individual assumed that the variation in initial velocity required to pre-
wheels and was able to follow them between tables, again dict the outcome would be immeasurable. It is while describ-
winning consistently. Eventually, the casino resorted to ing the game of roulette that Poincare introduces the concept
redistributing the individual partitions between pockets. A of sensitivity to initial conditions, which is now a corner-
popular account, published in 1925, claims he eventually stone of modern chaos theory.16
came away with winnings of £65 000.8 The success of this A general procedure for predicting the outcome of a rou-
endeavor is one possible inspiration for the musical hall song lette spin, and an assessment of its utility was described by
“The Man Who Broke the Bank at Monte Carlo” although Edward Thorp in a 1969 publication for the Review of the
this is strongly disputed.8 International Statistical Institute.9 In that paper, Thorp
Similar feats have been repeated elsewhere. The noted describes the two basic methods of prediction. He observes
statistician Karl Pearson provided a statistical analysis of (as others have done later) that by minimizing systematic
roulette data, and found it to exhibit substantial systematic bias in the wheel, the casinos achieve a degree of mechanical
bias. However, it appears that his analysis was based on perfection that can then be exploited using deterministic pre-
flawed data from unscrupulous scribes9 (apparently he had diction schemes—efforts to minimize exploitation of statisti-
hired rather lazy journalists to collect the data). cal anomalies makes deterministic modeling methods easier.
In 1947, irregularities were found, and exploited, by two Thorp describes two deterministic prediction schemes (or
students, Albert Hibbs and Roy Walford, from Chicago rather two variants on the same scheme). If the roulette
University,10,11 Following this line of attack, Ethier provides wheel is not perfectly level (a tilt of 0:2 was apparently suf-
a statistical framework by which one can test for irregular- ficient—we verified that this is indeed more than sufficient)
ities in the observed outcome of a roulette wheel.12 A similar then there is effectively a large region of the frame from
033150-3 M. Small and C. K. Tse Chaos 22, 033150 (2012)
which the ball will not fall onto the spinning wheel. By wheel is discussed in Strzalko et al.25 Since our preliminary
studying Las Vegas wheels, he observes this condition is met publication,24 private communication with several individu-
in approximately one third of wheels. He claims that in such als indicates that these methods have now progressed to the
cases it is possible to garner a expected return of þ15%, point of at least four instances of independent in situ field
which increased to þ44% with the aid of a “pocket-sized” trials.
computer. Some time later, Thorp revealed that his collabo-
rator in this endeavor was Claude Shannon,17 the founding II. A MODEL FOR ROULETTE
father of information theory.18
In his 1967 book,2 the mathematician Richard A. We now describe our basic model of the motion of the
Epstein describes his earlier (undated) experiments with a roulette wheel and ball. Let ðr; hÞ denote the position of the
private roulette wheel. By measuring the angular velocity of ball in polar co-ordinates, and let u denote the angular posi-
the ball relative to the wheel, he was able to predict correctly tion of the wheel (say, the angular position of the centre of
the half of the wheel into which the ball would fall. Impor- the green 0 pocket). We will model the ball as a single point
tantly, he noted that the initial velocity (momentum) of the and so let rrim be the farthest radial position of that point
ball was not critical. Moreover, the problem is simply one of (i.e., the radial position of the centre of the ball when the ball
predicting when the ball will leave the outer (fixed) rim as is spinning with high velocity in the rim of the wheel). Simi-
this will always occur at a fixed velocity. However, a lack of larly, let rdefl be the radial distance to the location of the
sufficient computational resources meant that his experi- metal deflectors on the stator. For now, we will assume that
drdefl
ments were not done in real time, and certainly not attempted dh ¼ 0 (that is, there are deflectors evenly distributed
within a casino. around the stator at constant radius rdefl < r). The extension
Subsequent to, and inspired by, the work of Thorp and to the more precise case is obvious, but, as we will see, not
Shannon, another widely described attempt to beat the casi- necessary. Moreover, it is messy. Finally, we suppose that
nos of Las Vegas was made in 1977–1978 by Doyne Farmer, the incline of the stator to the horizontal is a constant a. This
Norman Packard, and colleagues.1 It is supposed that situation, together with a balance of forces is depicted in
Thorp’s 1969 paper had let the cat out of the bag regarding Figure 2. We will first consider the ideal case of a level table,
profitable betting on roulette. However, despite the assertions and then in section II B show how this condition is in fact
of Bass,1 Thorp’s paper9 is not mathematically detailed critical.
(there is in fact no equations given in the description of rou-
lette). Thorp is sufficiently detailed to leave the reader in no A. Level table
doubt that the scheme could work, but also vague enough so For a given initial motion of ball ðr; h; h; _ €hÞ
t¼0 and
that one could not replicate his effort without considerable wheel ðu; u;_ u € Þt¼0 , our aim is to determine the time tdefl at
knowledge and skill. Farmer, Packard, and colleagues imple- which r ¼ rdefl . After launch, the motion of the ball will pass
mented the system on a 6502 microprocessor hidden in a through two distinct states which we further divide into four
shoe, and proceeded to apply their method to the various cases: (i) with sufficient momentum it will remain in the rim,
casinos of the Las Vegas Strip. The exploits of this group are constrained by the fixed edge of the stator; (ii) at some point
described in detail in Bass.1 The same group of physicists the momentum drops and the ball leaves the rim; (iii) the
went on to apply their skills to the study of chaotic dynami- ball will gradually loose momentum while travelling on the
cal systems19 and also for profitable trading on the financial stator as h_ drops, so will r; and (iv) eventually r ¼ rdefl at
markets.20 In Farmer and Sidorowich’s landmark paper on some time tdefl . At time t ¼ tdefl , we assume that the ball hits
predicting chaotic time series21 the authors attribute the in- a deflector on the stator and drops onto the (still spinning)
spiration for that work to their earlier efforts to beat the wheel. Of course, the deflectors are discrete and located only
game of roulette. at specific points around the edge of the wheel. While it is
Less exalted individuals have also been employing sim- possible, and fairly straightforward to incorporate the exact
ilar schemes, in some cases fairly recently. In 2004, the position (and more importantly, the orientation) of each de-
BBC carried the report of three gamblers22 arrested by flector, we have not done this. Instead, we model the deflec-
police after winning £1 300 000 at the Ritz Casino in Lon- tors at a constant radial distance around the entire rim. The
don. The trio had apparently been using a laser scanner and exact position of the wheel when the ball reaches the deflec-
their mobile phones to predict the likely resting place of the tors will be random but will depend only on uðtdefl Þ—i.e.,
ball. Happily, for the trio but not the casino, they were depending on where the actual deflectors are when the ball
judged to have broken no laws and allowed to keep their first comes within range, the radial distance until the ball
winnings.23 The scheme we describe in Sec. II and imple- actually deflects will be uniformly distributed on the interval
ment in Sec. III is certainly compatible with the equipment ½0; 2p=Ndefl , where Ndefl is the number of deflectors.
and results reported in this case. In Sec. IV, we conclude
with some remarks concerning the practicality of applying
1. Ball rotates in the rim
these methods in a modern casino, and what steps casinos
could take (or perhaps have taken) to circumvent these While traveling in the rim r is constant and the ball has
exploits. A preliminary version of these results was pre- _ Hence, the radial acceleration of the ball
angular velocity h.
2
sented at a conference in Macau.24 An independent and is ac ¼ r ¼ r ðrhÞ2 ¼ rh_ , where v is the speed of the ball.
v2 1 _
much more detailed model of dynamics of the roulette During this period of motion, we suppose that r is constant
033150-4 M. Small and C. K. Tse Chaos 22, 033150 (2012)
and that h decays only due to constant rolling friction: hence eventually reaches the various deflectors at r ¼ rdefl . The
r_ ¼ 0 and €
h¼€ hð0Þ, a constant. This phase of motion will angular velocity continues to be governed by
continue provided the centripetal force of the ball on the rim
exceeds the force of gravity mac cos a > mgsin a (m is the _ ¼ hð0Þ
hðtÞ _ þ €hð0Þt;
mass of the ball). Hence, at this stage
but now that
2 g
h_ > tan a: (1) 2
r rh_ < g tan a
To do so, we assume that the angular acceleration is constant 4. Ball reaches the deflectors
and so the angular velocity at any time is given by hðtÞ _
_
¼ hð0Þ þ€ hð0Þt and substitute into Eq. (1). That is, we are Finally, we find the time t ¼ tdefl for which r(t), computed
assuming that the force acting on the ball is independent of as the definite second integral of Eq. (3), is equal to rdefl . We
velocity—this is a simplifying assumption for the naive can then compute the instantaneous angular position of the ball
model we describe here, more sophisticated alternatives are _
hðtdefl Þ ¼ hð0Þ þ hð0Þt 1€ 2
defl þ 2 hð0Þtdefl and the wheel uðtdefl Þ
1€
possible, but in all cases this will involve the estimation of ¼ uð0Þ þ uð0Þt
_ defl þ 2 u ð0Þt2defl to give the salient value
additional parameters. The position at which the ball leaves
the rim is given by c ¼ jhðtdefl Þ uðtdefl Þj2p (4)
_ 2
ðgr tan aÞ hð0Þ denoting the angular location on the wheel directly below
hð0Þ þ the point at which the ball strikes a deflector. Assuming the
2€hð0Þ
2p constant distribution of deflectors around the rim, some (still
to be estimated) distribution of resting place of the ball will
where j j2p denotes modulo 2p.
depend only on that value c. Note that, although we have
_ €hÞ and ðu; u;
described ðh; h; € Þt¼0 separately, it is possi-
_ u
t¼0
3. Ball rotates freely on the stator
ble to adopt the rotating frame of reference of the wheel and
After leaving the rim, the ball will continue (in practice, treat h u as a single variable. The analysis is equivalent,
for only a short while) to rotate freely on the stator until it estimating the required parameters may become simpler.
033150-5 M. Small and C. K. Tse Chaos 22, 033150 (2012)
We note that for a level table, each spin of the ball alters
only the time spent in the rim, the ball will leave the rim of
the stator with exactly the same velocity h_ each time. The
descent from this point to the deflectors will therefore be
identical. There will, in fact, be some characteristic duration
which could be easily computed for a given table. Doing this
would circumvent the need to integrate Eq. (3).
significant problem for prediction as in all case the variation We would like to draw two simple conclusions from this
in these parameters introduces a systematic bias which could work. First, deterministic predictions of the outcome of a
easily be corrected for, or even used to estimate the true game of roulette can be made, and can probably be done
value. in situ. Hence, the tales of various exploits in this arena are
What is more striking is the effect of measurement noise likely to be based on fact. Second, the margin for profit is
depicted in Fig. 6(b). We add Gaussian noise to each timing quite slim. Minor manipulation with the frictional resistance
measurement (each frame, recording at 90 frames per sec- or level of the wheel and/or the manner in which the croupier
ond) over the duration of the observation period (25 frames) actually plays the ball (the force with which the ball is rolled
used to estimate initial velocity and deceleration of the ball and the effect, for example, of axial spin of the ball) have
and velocity of the wheel. The added noise has an effect of not been explored here and would likely affect the results
increasing the variation in the predicted resting place of the significantly. Hence, for the casino the news is mostly
ball (since the noise is unbiased) and the strength of this good—minor adjustments will ameliorate the advantage of
effect is linear with the level of noise. As independent noise the physicist-gambler. For the gambler, one can rest assured
realizations are added to 50 measurements (25 each for the that the game is on some level predictable and therefore
ball and wheel), this is a substantial amount of error—even inherently honest.
at a fairly low amplitude. Nonetheless, the final results are Of course, the model we have used here is extremely
still within 2–3 pockets of the original prediction for noise of simple. In Strzalko et al.,25 much more sophisticated model-
up to 2% on every scalar observation. ing methodologies have been independently developed and
presented. Certainly, since the entire system is a physical dy-
IV. EXPLOITS AND COUNTER-MEASURES namical system, computational modeling of the entire system
may provide an even greater advantage.25 Nonetheless, the
The essence of the method presented here is to predict
methods presented in this paper would certainly be within
the location of the ball and wheel at the point when the ball
the capabilities of a 1970s “shoe-computer.”
will first come into contact with the deflectors. Hence, we
only require knowledge of initial conditions of each aspect
of the system (or more concisely, their relative positions,
ACKNOWLEDGMENTS
velocities and accelerations). In addition to this, certain pa-
rameters derived from the physical dimensions of the wheel The first author would like to thank Marius Gerber for
are required—these could either be estimated directly, or introducing him to the dynamical systems aspects of the
inferred from observational trajectory data. Finally, we note game of roulette. Funding for this project, including the rou-
that while anecdotal evidence suggests that (the height of lette wheel, was provided by the Hong Kong Polytechnic
the) frets plays an important role in the final resting place of University. The labors of final year project students, Yung
the ball, this does not enter into our model of the more deter- Chun Ting and Chung Kin Shing, in performing many of the
ministic phase of the system dynamics. It will affect the dis- mechanical simulations describe herein are gratefully
tribution of final resting places—and hence this is going to acknowledged. M.S. is supported by an Australian Research
depend rather sensitively on a particular wheel. Council Future Fellowship (FT110100896).
033150-9 M. Small and C. K. Tse Chaos 22, 033150 (2012)
1 16
T. A. Bass, The Newtonian Casino (Penguin, London, 1990). J. P. Crutchfield, J. Doyne Farmer, N. H. Packard, and R. S. Shaw,
2
R. A. Epstein, The Theory of Gambling and Statistical Logic (Academic, “Chaos,” Sci. Am. 255, 46–57 (1986).
17
New York, 1967). E. O. Thorp, The Mathematics of Gambling (Gambling Times, 1985).
3 18
E. T. Bell, Men of Mathematics (Simon and Schuster, New York, 1937). C. E. Shannon, “A mathematical theory of communication,” Bell Syst.
4
The Italian mathematician, confusingly, was named Don Pasquale2, a sur- Techn. J. 27, 379–423, 623–656 (1948).
19
name phonetically similar to Pascal. Moreover, as Don Pasquale is also N. H. Packard, J. P. Crutchfield, J. D. Farmer, and R. S. Shaw, “Geometry
the name of a 19th century opera buff, this attribution is possibly fanciful. from a time series,” Phys. Rev. Lett. 45, 712–716 (1980).
5 20
F. Downton and R. L. Holder, “Banker’s games and the gambling act T. A. Bass, The Predictors, edited by A. Lane (Penguin, London, 1999).
21
1968,” J. R. Stat. Soc. Ser. A 135, 336–364 (1972). J. D. Farmer and J. J. Sidorowich, “Predicting chaotic time series,” Phys.
6
B. Okuley and F. King-Poole, Gamblers Guide to Macao (South China Rev. Lett. 59, 845–848 (1987).
22
Morning Post, Hong Kong, 1979). BBC Online, “Arrests follow £1m roulette win,” BBC News March 22,
7
Three, if one has sufficient finances to assume the role of the house. 2004.
8 23
C. Kingston, The Romance of Monte Carlo (John Lane The Bodley Head BBC Online, “Laser scam” gamblers to keep £1m,” BBC News December
Ltd., London, 1925). 5, 2004.
9 24
E. O. Thorp, “Optimal gambling systems for favorable games,” Rev. Int. M. Small and C. K. Tse, “Feasible implementation of a prediction algo-
Stat. Inst. 37, 273–293 (1969). rithm for the game of roulette,” in Asia-Pacific Conference on Circuits
10
Life Magazine Publication, “How to Win $6,500,” Life, 46, December 8, and Systems (IEEE, 2008).
25
1947. J. Strzalko, J. Grabski, P. Perlikowksi, A. Stefanski, and T. Kapitaniak,
11
Alternatively, and apparently erroneously, reported to be from Californian Dynamics of gambling, Vol. 792 of Lecture Notes in Physics (Springer,
Institute of Technology in Ref. 2. 2009).
12 26
S. N. Ethier, “Testing for favorable numbers on a roulette wheel,” J. Am. Implementation on a “shoe-computer” should be relatively straightforward
Stat. Assoc. 77, 660–665 (1982). too.
13 27
Time Magazine Publication, “Argentina—Bank breakers,” Time 135, 34, C. T. Yung, “Predicting roulette,” Final Year Project Report, Hong Kong
February 12, 1951. Polytechnic University, Department of Electronic and Information Engi-
14
The first, to the best of our knowledge. neering, April 2011.
15 28
H. Poincare, Science and Method (Nelson, London, 1914). English transla- K. S. Chung, “Predicting roulette II: Implementation,” Final Year Project
tion by Francis Maitland, preface by Bertrand Russell. Facsimile reprint in Report, Hong Kong Polytechnic University, Department of Electronic and
1996 by Routledge/Thoemmes, London. Information Engineering, April 2010.