scientific article; zbMATH DE number 3858112

zbMATH Open0539.60067MaRDI QIDQ3326558FDOQ3326558

M. F. Neuts

Publication date: 1984

Title of this publication is not available (Why is that?)

Recommendations

• On the gambler's ruin problem for a finite Markov chain
• La rovina del giocatore con dipendenza markoffiana nel processo di alternativa
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• scientific article; zbMATH DE number 7302736
• The gambler's ruin problem for a Markov chain related to the Bessel process

zbMATH Keywords

numerical computationsabsorption time distributionsgambler' ruin problem

Mathematics Subject Classification ID

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

Cited In (9)

• Numerical analysis of ruin games
• La rovina del giocatore con dipendenza markoffiana nel processo di alternativa
• Limiting probabilities in Markov chains
• Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
• Matrix-analytic methods in queueing theory
• Title not available (Why is that?)
• Symbol-crunching with the gambler's ruin problem
• On the gambler's ruin problem for a finite Markov chain
• The gambler's ruin problem for a Markov chain related to the Bessel process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326558)