On the waiting time in a generalized roulette game

DOI10.1016/0167-7152(84)90021-XMaRDI QIDQ800036zbMATH OpenFDO

Authors Allan Gut, Lars Holst

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Poisson processstopping timemoment generating functionrecurrent eventroulettestopped sumwaiting time until success

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3840948 (Why is no real title available?)
• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• On sequential occupancy problems
• On the waiting time in a generalized roulette game
• Repeated Independent Trials and a Class of Dice Problems

Cited in

(10)

• scientific article; zbMATH DE number 1465680 (Why is no real title available?)
• Flows of rare events for regularly perturbed semi-Markov processes
• scientific article; zbMATH DE number 4080535 (Why is no real title available?)
• scientific article; zbMATH DE number 5735062 (Why is no real title available?)
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• On the waiting time in a janken game
• A semi-infinite random walk associated with the game of roulette
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• scientific article; zbMATH DE number 3962874 (Why is no real title available?)
• A world record in Atlantic City and the length of the shooter's hand at craps

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