A rule of thumb (not only) for gamblers
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Publication:1346154
DOI10.1016/0304-4149(95)91546-DzbMath0813.60044MaRDI QIDQ1346154
Publication date: 30 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
martingale; random walk; stopping times; gambling; strategy with the greater variance; strategy with the smaller variance
60G40: Stopping times; optimal stopping problems; gambling theory
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Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers., Improved analytical bounds for gambler's ruin probabilities, A model of finite-step random walk with absorbent boundaries
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