Solution of a roulette-type ruin problem. A correction to: A rule of thumb (not only) for gamblers.

DOI10.1016/S0304-4149(02)00106-0zbMath1059.60057OpenAlexW2021314935MaRDI QIDQ1766036

Andrzej S. Kozek

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00106-0

zbMATH Keywords

ruingamblingroulette

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Schur complements and statistics
• A rule of thumb (not only) for gamblers
• Bounds on gambler's ruin probabilities in terms of moments
• On Deriving the Inverse of a Sum of Matrices
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