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Improved analytical bounds for gambler's ruin probabilities - MaRDI portal

Improved analytical bounds for gambler's ruin probabilities (Q2487761)

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Improved analytical bounds for gambler's ruin probabilities
scientific article

    Statements

    title
    Improved analytical bounds for gambler's ruin probabilities (English)
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    publication date
    8 August 2005
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    zbMATH Keywords
    random walk
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    gambling
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    \(s\)-convex stochastic order
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    extremal distribution
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    Identifiers

    Mathematics Subject Classification ID
    60E15
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    60G40
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    91A60
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    zbMATH DE Number
    2193839
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    OpenAlex ID
    W2049187745
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