A game with four players (Q1892965)

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A game with four players
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    A game with four players (English)
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    3 July 1995
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    In the gambler's ruin problem for \(n \geq 3\) players, each player tosses a fair coin, and if one of them gets a result different from those of the others, he collects one unit from each of the others. Starting with certain initial fortunes \(a_1, \ldots, a_n\), \(T(a_1, \ldots, a_n)\) denotes the time until at least one of the players is ruined. The author treats this problem for \(n = 4\) and computes \(ET (a,a,a,a)\) when the initial fortunes are equal.
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    martingale
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    gambler's ruin problem
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