Variance of the game duration in the gambler's ruin problem

DOI10.1016/J.SPL.2012.05.023zbMATH Open1250.91026OpenAlexW1975649981MaRDI QIDQ452897FDOQ452897

Šárka Hudecová, Jiří Anděl

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.023

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zbMATH Keywords

gambler's ruinruin problemthree-tower problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The conditional gambler's ruin problem with ties allowed
• A game with three players
• Moments in the duration of play
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• Moments of Absorption Time for a Conditioned Random Walk
• Pascal's Problem: The 'Gambler's Ruin'
• The Computer Solves the Three Tower Problem
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes
• Symmetries for Conditioned Ruin Problems
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes

Cited In (8)

• Title not available (Why is that?)
• Three-handed gambler's ruin
• Deciding when to quit the gambler's ruin game with unknown probabilities
• Variance of the asymmetric n-player gambler’s ruin problem with ties allowed
• Title not available (Why is that?)
• Title not available (Why is that?)
• Energy-constrained random walk with boundary replenishment
• On the moments of the asymmetric \(n\)-player gambler's ruin problem

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