A gambling system and a Markov chain
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Publication:1354842
DOI10.1214/aoap/1035463331zbMath0876.60051MaRDI QIDQ1354842
Publication date: 29 October 1997
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1035463331
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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A gambling system and a Markov chain, A bound for the distribution of a stopping time for a stochastic system, On random walks with jumps scaled by cumulative sums of random variables, On distibutions of first passage times of martingales arising in some gambling problems
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