The probability distribution of the duration of the game in the classical ruin problem

DOI10.2307/3213016zbMath0366.60100OpenAlexW2334370381MaRDI QIDQ4142458

Edi Karni

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213016

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items (5)

A novel version for three-player gambler's ruin problem ⋮ Fair gambler’s ruin stochastically maximizes playing time ⋮ Short-term memory models for choice behavior ⋮ Gambler's ruin and winning a series by \(m\) games ⋮ Moments of Absorption Time for a Conditioned Random Walk

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