THE GAMBLER'S RUIN PROBLEM WITH CORRELATION
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Publication:3227952
DOI10.1093/BIOMET/42.3-4.486zbMATH Open0067.11304OpenAlexW1984863875MaRDI QIDQ3227952FDOQ3227952
Authors: C. Mohan 
Publication date: 1955
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/42.3-4.486
Cited In (9)
- A single server queuing system with correlated reneging and feedback of served customers
- Optimal Buy/Sell Rules for Correlated Random Walks
- Optimal stopping rules for correlated random walks with a discount
- Stopping the maximum of a correlated random walk, with cost for observation
- A Queueing Problem with Correlated Arrivals and General Service Time Distribution
- Occupation probability of a correlated random walk and a correlated ruin problem
- A lower bound for probabilistic algorithms for finite state machines
- Optimal placement in a limit order book: an analytical approach
- Conditional expected durations of play given the ultimate outcome for a correlated random walk
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