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Generalized gambler's ruin problem: explicit formulas via Siegmund duality - MaRDI portal

Generalized gambler's ruin problem: explicit formulas via Siegmund duality (Q2397967)

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Generalized gambler's ruin problem: explicit formulas via Siegmund duality
scientific article

    Statements

    title
    Generalized gambler's ruin problem: explicit formulas via Siegmund duality (English)
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    author
    Paweł Lorek
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    publication date
    14 August 2017
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    zbMATH Keywords
    generalized gambler's ruin problem
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    Markov chains
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    absorption probability
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    Siegmund duality
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    Möbius monotonicity
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    partial ordering
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    cites work
    Q3560912
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    Markov Chains
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    Q4328459
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    Q5811575
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    Q4230625
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    Q4832431
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    Identifiers

    Mathematics Subject Classification ID
    60J10
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    60G40
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    91A60
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    zbMATH DE Number
    6760014
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    Wikidata QID
    Q59608332
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    OpenAlex ID
    W2340999293
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    arXiv ID
    1604.05990
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