The asymmetric n-player gambler's ruin problem with ties allowed and simulation

DOI10.1016/J.JKSS.2010.10.005MaRDI QIDQ634843zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

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

zbMATH Keywords

\(n\)-player gambler's ruin problem with ties allowedasymmetric playindependenceruin timestopping time

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) (n)-person games, (n>2) (91A06) Probabilistic games; gambling (91A60)

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Cites work

• A game with four players
• A game with three players
• Gambler's ruin problem in several dimensions
• scientific article; zbMATH DE number 740144 (Why is no real title available?)
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• The asymmetric n-player gambler's ruin problem with equal initial fortunes
• The Classical 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

Cited in

(13)

• The conditional gambler's ruin problem with ties allowed
• The gambler's ruin problem with n players and asymmetric play
• The symmetric \(4\)-player gambler's problem with unequal initial stakes
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• scientific article; zbMATH DE number 6700637 (Why is no real title available?)
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• A novel version for three-player gambler's ruin problem
• Variance of the asymmetric n-player gambler’s ruin problem with ties allowed
• scientific article; zbMATH DE number 7302736 (Why is no real title available?)
• A matrix-analytic approach to the N-player ruin problem
• On the moments of the asymmetric n-player gambler's ruin problem
• The asymmetric n-player gambler's ruin problem with equal initial fortunes
• Three-gambler ruin game: a game theoretic analysis

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