The conditional gambler's ruin problem with ties allowed

DOI10.1016/J.AML.2008.04.007zbMATH Open1156.91327OpenAlexW2077750721MaRDI QIDQ1003871FDOQ1003871

Authors: Tamás Lengyel 

Publication date: 4 March 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2008.04.007

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zbMATH Keywords

generating functiongambler's ruinChebyshev polynomials of the second kindlattice path combinatoricscontinued fraction representation by polynomials

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The gambler's ruin problem with \(n\) players and asymmetric play
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes
• Symmetries for Conditioned Ruin Problems
• The formal theory of birth-and-death processes, lattice path combinatorics and continued fractions
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• n-point, win-by-k games

Cited In (17)

• Gambler's ruin: the duration of play
• Deciding when to quit the gambler's ruin game with unknown probabilities
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• A novel version for three-player gambler's ruin problem
• Variance of the asymmetric n-player gambler’s ruin problem with ties allowed
• Variance of the game duration in the gambler's ruin problem
• Reaching consensus on a connected graph
• Title not available (Why is that?)
• Gambler's ruin and winning a series by \(m\) games
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• An elementary derivation of the duration of play in the gambler's ruin problem
• On the gambler's ruin problem for a finite Markov chain
• Stochastic ordering results on the duration of the gambler's ruin game
• On the moments of the asymmetric \(n\)-player gambler's ruin problem
• The ruin time for 3-player gambler’s problem: an approximate formula
• A game based on successive events
• Localization of defects via residence time measures

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