The asymmetric n-player gambler's ruin problem with equal initial fortunes

DOI10.1016/J.AAM.2003.07.005MaRDI QIDQ705246zbMATH OpenOpenAlexFDO

Authors Amy L. Rocha, Frederick Stern

Publication date 26 January 2005

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aam.2003.07.005

zbMATH Keywords

independenceruin probabilityruin time\(n\)-player gameasymmetric play

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• A game with four players
• A game with three players
• Conditional Expectation of the Duration in the Classical Ruin Problem
• Gambler's ruin problem in several dimensions
• The Classical Ruin Problem with Equal Initial Fortunes
• The gambler's ruin problem with n players and asymmetric play

Cited in

(24)

• scientific article; zbMATH DE number 1465680 (Why is no real title available?)
• scientific article; zbMATH DE number 1833412 (Why is no real title available?)
• The symmetric \(4\)-player gambler's problem with unequal initial stakes
• Deciding when to quit the gambler's ruin game with unknown probabilities
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• Maximizing the variance of the time to ruin in a multiplayer game with selection
• Gambler's ruin problem on Erdős-Rényi graphs
• The three-dimensional non-uniform and asymmetric n-player game with equal initial fortunes
• 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
• 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
• scientific article; zbMATH DE number 7470633 (Why is no real title available?)
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• The several dimensional gambler's ruin problem
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• The gambler's ruin problem with n players and asymmetric play
• On the moments of the asymmetric \(n\)-player gambler's ruin problem
• The ruin time for 3-player gambler’s problem: an approximate formula
• Generalized ruin problems and asynchronous random walks
• Strange attractors in a chaotic coin flip simulation
• A Simple Solution to a Multiple Player Gambler's Ruin Problem

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