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\begin{align*} W(t+\delta t) &= W(t) + \frac{\delta t}{W_t \cdot RTT} \; \;\; \; \; \mathrm{w.p}. 1-p\\ &= \frac{W(t)}{2} \; \;\; \; \; \; \; \; \mathrm{w.p.} p \end{align*}