Bounds on gambler's ruin probabilities in terms of moments
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Publication:1610850
DOI10.1023/A:1015705430513zbMath0997.60042MaRDI QIDQ1610850
Stewart N. Ethier, Davar Khoshnevisan
Publication date: 20 August 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
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