A rule of thumb (not only) for gamblers
From MaRDI portal
Publication:1346154
DOI10.1016/0304-4149(95)91546-DzbMath0813.60044OpenAlexW2049450596MaRDI QIDQ1346154
Publication date: 30 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)91546-d
martingalerandom walkstopping timesgamblingstrategy with the greater variancestrategy with the smaller variance
Related Items
A model of finite-step random walk with absorbent boundaries, Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers., Improved analytical bounds for gambler's ruin probabilities, Asymptotics for the time of ruin in the war of attrition, Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift
Cites Work
