scientific article; zbMATH DE number 3921656

MaRDI QIDQ3696248zbMATH OpenFDO

Authors P.-C. G. Vassiliou, K. X. Karakostas

Publication date 1984

zbMATH Keywords

capacitygambler who plays against someone with a very large economicalgambler who plays against someone with a very large economical capacitynumerically solving suitable difference equationsprobability of absorptionrandom barrier

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cited in

(4)

• Random walks with sticky barriers
• On a gambler's ruin problem
• Absorption of a randomly accelerated particle: gambler's ruin in a different game
• A semi-infinite random walk associated with the game of roulette

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