Gambler's ruin with catastrophes and windfalls

DOI10.1080/15598608.2008.10411871zbMath1420.60096OpenAlexW2070105632MaRDI QIDQ2324076

Yanyan Li

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2008.10411871

zbMATH Keywords

birth-death processcatastrophegambler's ruin

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (5)

SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES ⋮ Lattice paths with catastrophes ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ An enhanced model of a two player singled out game ⋮ Explicit transient probabilities of various Markov models

Cites Work

• Dual processes to solve single server systems
• Stopping Strategies and Gambler's Ruin
• Pascal's Problem: The 'Gambler's Ruin'
• On the Classical Ruin Problems
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