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Looks like you would take Caltrain to downtown San Jose and cab. Not sure how easy you'll be able to find cabs there, particularly late at night, but perhaps someone more familiar with that scenario will chime in. You should install Uber on your phone, just in case, as you will definitely be able to get at least a towncar within a short period of time if there are no cabs available.

It also looks like there may be a light rail option, but it doesn't look like the light rail goes right to the casino, and at that time of night I'd probably just cab.