The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations

DOI10.1080/03610918.2011.624240zbMath1267.91021OpenAlexW2064344966MaRDI QIDQ3168332

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Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.624240

zbMATH Keywords

independenceruin timegambler's ruinasymmetric play2-dimensional

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Generalized stochastic processes (60G20) Probabilistic games; gambling (91A60)

Related Items (1)

Variance of the asymmetric n-player gambler’s ruin problem with ties allowed

Cites Work

• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation
• Gambler's ruin problem in several dimensions
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• A game with three players
• A computer algebra approach to the discrete Dirichlet problem
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• Unnamed Item

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