The Several Dimensional Gambler's Ruin Problem (Q5235950)
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scientific article; zbMATH DE number 7116985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Several Dimensional Gambler's Ruin Problem |
scientific article; zbMATH DE number 7116985 |
Statements
14 October 2019
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weak limit laws
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Brownian motion
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invariance principle
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convergence of moments
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exit times
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running maxima
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Erdős-Kac theorem
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Laplace transforms
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uniform integrability
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boundary value problems
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math.PR
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