A rule of thumb (not only) for gamblers

DOI10.1016/0304-4149(95)91546-DzbMath0813.60044OpenAlexW2049450596MaRDI QIDQ1346154

Andrzej S. Kozek

Publication date: 30 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)91546-d

zbMATH Keywords

martingalerandom walkstopping timesgamblingstrategy with the greater variancestrategy with the smaller variance

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

A model of finite-step random walk with absorbent boundaries ⋮ Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers. ⋮ Improved analytical bounds for gambler's ruin probabilities ⋮ Asymptotics for the time of ruin in the war of attrition ⋮ Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift

Cites Work

• An Attrition Problem of Gambler's Ruin
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A rule of thumb (not only) for gamblers