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

DOI10.1080/03610918.2017.1319479MaRDI QIDQ5084937zbMATH OpenOpenAlexFDO

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

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• Variance of the game duration in the 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
• scientific article; zbMATH DE number 6700637 (Why is no real title available?)
• 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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