The conditional gambler's ruin problem with ties allowed
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Publication:1003871
DOI10.1016/j.aml.2008.04.007zbMath1156.91327OpenAlexW2077750721MaRDI QIDQ1003871
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
generating functionChebyshev polynomials of the second kindgambler's ruinlattice path combinatoricscontinued fraction representation by polynomials
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
Related Items (12)
A novel version for three-player gambler's ruin problem ⋮ Localization of Defects Via Residence Time Measures ⋮ Generalized gambler's ruin problem: explicit formulas via Siegmund duality ⋮ Variance of the asymmetric n-player gambler’s ruin problem with ties allowed ⋮ The ruin time for 3-player gambler’s problem: an approximate formula ⋮ Gambler's ruin and winning a series by \(m\) games ⋮ The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation ⋮ Variance of the game duration in the gambler's ruin problem ⋮ On the gambler's ruin problem for a finite Markov chain ⋮ Unnamed Item ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ Reaching consensus on a connected graph
Cites Work
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- The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
- The gambler's ruin problem with \(n\) players and asymmetric play
- n-point, win-by-k games
- 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
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