The gambler's ruin problem with delays

DOI10.1016/J.SPL.2013.07.013zbMath1290.60047OpenAlexW2033603758MaRDI QIDQ2438506

Allan Gut

Publication date: 5 March 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.07.013

zbMATH Keywords

martingalesgambler's ruindistributed sensingstopped random walksWald equations

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (3)

Unnamed Item ⋮ SOME REMARKS ON DISTRIBUTED SENSING WITH COSTS ⋮ Reaching consensus on a connected graph

Cites Work

• BUGS ON A BUDGET: DISTRIBUTED SENSING WITH COST FOR REPORTING AND NONREPORTING
• Probability: A Graduate Course

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