Gambler's ruin and the ICM

DOI10.1214/21-STS826MaRDI QIDQ2163066

Persi Diaconis, Stewart N. Ethier

Publication date: 10 August 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.07610

zbMATH Keywords

linear regressionlinear interpolationPlackett-Luce modelgambler's ruin problemindependent chip model (ICM)tower problem

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

The 4-Player Gambler’s Ruin Problem

Uses Software

• CSparse
• PlackettLuce

Cites Work

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• The choice axiom after twenty years
• Gambler's ruin estimates on finite inner uniform domains
• Random walks in cones
• The compulsive gambler process
• A note on absorption probabilities in one-dimensional random walk via complex-valued martingales
• Direct Methods for Sparse Linear Systems
• The Doctrine of Chances
• A capture problem in Brownian motion and eigenvalues of spherical domains
• A Simple Solution to a Multiple Player Gambler's Ruin Problem
• The Computer Solves the Three Tower Problem
• On the N-tower problem and related problems
• Three-handed gambler's ruin
• A matrix-analytic approach to the N-player ruin problem
• On Rounding Percentages

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