Gambler's ruin and winning a series by \(m\) games

DOI10.1007/s10463-008-0214-0zbMath1432.60050OpenAlexW2168041586MaRDI QIDQ907092

Tamás Lengyel

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0214-0

zbMATH Keywords

martingaleslimit theoremgambler's ruinChebyshev polynomial of the first kinddistribution of the durationprobability and moment generating functions

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Related Items (4)

A novel version for three-player gambler's ruin problem ⋮ Generalized gambler's ruin problem: explicit formulas via Siegmund duality ⋮ The ruin time for 3-player gambler’s problem: an approximate formula ⋮ Unnamed Item

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