Conditional Expectation of the Duration in the Classical Ruin Problem

DOI10.2307/2690342zbMATH Open0312.60033OpenAlexW4235402905MaRDI QIDQ4070084FDOQ4070084

Authors: Frederick Stern 

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/2690342

Mathematics Subject Classification ID

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

Cited In (14)

• On first passage time structure of random walks
• A tug-of-war team contest
• A novel version for three-player gambler's ruin problem
• Variance of the game duration in the gambler's ruin problem
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• The conditional gambler's ruin problem with ties allowed
• The gambler's ruin problem with \(n\) players and asymmetric play
• On profitability of Nakamoto double spend
• Biased random walks on the interlacement set
• Another look at independence of hitting place and time for the simple random walk
• A game based on successive events
• Conditional expected durations of play given the ultimate outcome for a correlated random walk
• Localization of defects via residence time measures
• Moments of Absorption Time for a Conditioned Random Walk

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