A gambling system and a Markov chain

DOI10.1214/AOAP/1035463331zbMath0876.60051OpenAlexW2132244667MaRDI QIDQ1354842

Stewart N. Ethier

Publication date: 29 October 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1035463331

zbMATH Keywords

Markov chainpositive recurrenttransientgambling systemOscar's system

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (4)

A gambling system and a Markov chain ⋮ A bound for the distribution of a stopping time for a stochastic system ⋮ On random walks with jumps scaled by cumulative sums of random variables ⋮ On distibutions of first passage times of martingales arising in some gambling problems

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• A gambling system and a Markov chain
• A bound for the distribution of a stopping time for a stochastic system
• On the Stochastic Matrices Associated with Certain Queuing Processes

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