The gambler's ruin problem with n players and asymmetric play

DOI10.1016/S0167-7152(98)00295-8zbMATH Open0953.60019OpenAlexW1975999890MaRDI QIDQ1962166FDOQ1962166

Authors: Amy L. Rocha, Frederick Stern 

Publication date: 29 January 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00295-8

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zbMATH Keywords

\(n\)-player asymmetric gamegambler's ruin problem with initial fortunesindependence of the ruin time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• A game with three players
• A game with four players
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes

Cited In (17)

• The symmetric \(4\)-player gambler's problem with unequal initial stakes
• Deciding when to quit the gambler's ruin game with unknown probabilities
• The three-dimensional non-uniform and asymmetric \(n\)-player game with equal initial fortunes
• A matrix-analytic approach to the N-player ruin problem
• 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
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• Title not available (Why is that?)
• The conditional gambler's ruin problem with ties allowed
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• The theory of risk and the ``players' ruin problem
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• 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 Simple Solution to a Multiple Player Gambler's Ruin Problem
• An aspect of the Gambler's Ruin problem

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