Trinomial random walk with one or two imperfect absorbing barriers

DOI10.2478/S12175-008-0080-5zbMath1174.60016OpenAlexW2079577828MaRDI QIDQ5387000

M. A. El-Shehawey

Publication date: 14 May 2008

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s12175-008-0080-5

zbMATH Keywords

random walkabsorbtion probabilitydifference equation generating functionimperfect absorbing barrier

Mathematics Subject Classification ID

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

Related Items (1)

On the gambler's ruin problem for a finite Markov chain

Cites Work

• Bounds on gambler's ruin probabilities in terms of moments
• The Random Walk Between a Reflecting and an Absorbing Barrier

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