Conditional Expectation of the Duration in the Classical Ruin Problem

DOI10.2307/2690342zbMath0312.60033OpenAlexW4235402905MaRDI QIDQ4070084

Frederick Stern

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2690342

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Conditional expected durations of play given the ultimate outcome for a correlated random walk ⋮ Biased random walks on the interlacement set ⋮ A novel version for three-player gambler's ruin problem ⋮ ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND ⋮ Localization of Defects Via Residence Time Measures ⋮ Another look at independence of hitting place and time for the simple random walk ⋮ Variance of the game duration in the gambler's ruin problem ⋮ The gambler's ruin problem with \(n\) players and asymmetric play ⋮ The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes ⋮ A tug-of-war team contest ⋮ Moments of Absorption Time for a Conditioned Random Walk ⋮ The conditional gambler's ruin problem with ties allowed ⋮ On first passage time structure of random walks

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