The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
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Publication:634843
DOI10.1016/j.jkss.2010.10.005zbMath1225.60069MaRDI QIDQ634843
Publication date: 17 August 2011
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.10.005
independence; stopping time; ruin time; \(n\)-player gambler's ruin problem with ties allowed; asymmetric play
91A06: (n)-person games, (n>2)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G40: Stopping times; optimal stopping problems; gambling theory
60G20: Generalized stochastic processes
91A60: Probabilistic games; gambling