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

DOI10.1016/J.AAM.2003.07.005zbMATH Open1061.60040OpenAlexW2082764857MaRDI QIDQ705246FDOQ705246

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

Recommendations

• The gambler's ruin problem with \(n\) players and asymmetric play
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• A game with four players
• The three-dimensional non-uniform and asymmetric \(n\)-player game with equal initial fortunes

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)

Cites Work

• Title not available (Why is that?)
• A game with three players
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes
• Gambler's ruin problem in several dimensions

Cited In (20)

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• 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
• Title not available (Why is that?)
• The conditional gambler's ruin problem with ties allowed
• Title not available (Why is that?)
• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• 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
• A Simple Solution to a Multiple Player Gambler's Ruin Problem
• Strange attractors in a chaotic coin flip simulation

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