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

DOI10.1016/J.JKSS.2010.10.005zbMATH Open1225.60069OpenAlexW2061059254MaRDI QIDQ634843FDOQ634843

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

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• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
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• scientific article; zbMATH DE number 830055

zbMATH Keywords

independencestopping timeruin time\(n\)-player gambler's ruin problem with ties allowedasymmetric play

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The conditional gambler's ruin problem with ties allowed
• A game with three players
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• The Classical Ruin Problem with Equal Initial Fortunes
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• Title not available (Why is that?)
• Gambler's ruin problem in several dimensions

Cited In (12)

• The symmetric \(4\)-player gambler's problem with unequal initial stakes
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• A matrix-analytic approach to the N-player ruin problem
• A novel version for three-player gambler's ruin problem
• Variance of the asymmetric n-player gambler’s ruin problem with ties allowed
• Title not available (Why is that?)
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• 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
• The gambler's ruin problem with \(n\) players and asymmetric play
• On the moments of the asymmetric \(n\)-player gambler's ruin problem

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