Gambler's ruin estimates on finite inner uniform domains

DOI10.1214/20-AAP1607zbMath1476.60115arXiv1906.04879OpenAlexW3152429265MaRDI QIDQ2240837

Kelsey Houston-Edwards, Laurent Saloff-Coste, Persi Diaconis

Publication date: 4 November 2021

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

Full work available at URL: https://arxiv.org/abs/1906.04879

zbMATH Keywords

Harnack inequalityMarkov chainsgambler's ruin

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Gambler's ruin and the ICM, The 4-Player Gambler’s Ruin Problem

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