The Classical Ruin Problem with Equal Initial Fortunes

DOI10.2307/2690071MaRDI QIDQ4077782zbMATH OpenOpenAlexFDO

Authors Stephen M. Samuels

Publication date 1975

Full work available at URL https://doi.org/10.2307/2690071

Mathematics Subject Classification ID

2-person games (91A05)

Cited in

(16)

• The conditional gambler's ruin problem with ties allowed
• On first passage time structure of random walks
• Conditional expected durations of play given the ultimate outcome for a correlated random walk
• Another look at independence of hitting place and time for the simple random walk
• The harmonic measure and a Reuter-type result for a process with Bessel components
• The gambler's ruin problem with n players and asymmetric play
• A tug-of-war team contest
• Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
• Variance of the game duration in the gambler's ruin problem
• A novel version for three-player gambler's ruin problem
• The ruin time for 3-player gambler’s problem: an approximate formula
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• A game based on successive events
• Optimal stopping strategies in gambler's ruin game
• The asymmetric n-player gambler's ruin problem with equal initial fortunes
• Gambler's ruin and winning a series by m games

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