Variance of the asymmetric n-player gambler’s ruin problem with ties allowed

DOI10.1080/03610918.2017.1319479OpenAlexW2609870354MaRDI QIDQ5084937FDOQ5084937

Authors:

Publication date: 29 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1319479

zbMATH Keywords

ruin timethree-tower problemgambler's ruin problemasymmetric play\(n\)-player gambler's ruinvariance of the ruin time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Generalized stochastic processes (60G20)

Cites Work

• 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
• Pascal's Problem: The 'Gambler's Ruin'
• The Computer Solves the Three Tower 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 asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• Gambler's ruin problem in several dimensions
• A computer algebra approach to the discrete Dirichlet problem
• Title not available (Why is that?)
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• A Type of "Gambler's Ruin" Problem

Cited In (7)

• A novel version for three-player gambler's ruin problem
• Variance of the game duration in the gambler's ruin problem
• Title not available (Why is that?)
• The conditional gambler's ruin problem with ties allowed
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• On the moments of the asymmetric \(n\)-player gambler's ruin problem
• The ruin time for 3-player gambler’s problem: an approximate formula

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