The gambler's ruin problem with \(n\) players and asymmetric play

DOI10.1016/S0167-7152(98)00295-8zbMath0953.60019OpenAlexW1975999890MaRDI QIDQ1962166

Amy L. Rocha, Frederick Stern

Publication date: 29 January 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00295-8

zbMATH Keywords

\(n\)-player asymmetric gamegambler's ruin problem with initial fortunesindependence of the ruin time

Mathematics Subject Classification ID

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

Related Items (10)

A novel version for three-player gambler's ruin problem ⋮ The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations ⋮ Variance of the asymmetric n-player gambler’s ruin problem with ties allowed ⋮ The ruin time for 3-player gambler’s problem: an approximate formula ⋮ The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation ⋮ Variance of the game duration in the gambler's ruin problem ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes ⋮ The conditional gambler's ruin problem with ties allowed ⋮ The symmetric \(4\)-player gambler's problem with unequal initial stakes

Cites Work

• A game with three players
• A game with four players
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes

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