Gambler’s Ruin: The Duration of Play

DOI10.1080/15326349.2014.902317zbMath1306.60041OpenAlexW2048002568MaRDI QIDQ3191879

Guy Katriel

Publication date: 25 September 2014

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2014.902317

zbMATH Keywords

random walkfirst passage time distributiongambler's ruin problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items (5)

Fair gambler’s ruin stochastically maximizes playing time ⋮ A multi-computational exploration of some games of pure chance ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ Reaching consensus on a connected graph ⋮ Asymptotics for the time of ruin in the war of attrition

Cites Work

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• Schur functions, Good's identity, and hypergeometric series well poised in SU(n)
• Gambler's ruin probability -- a general formula
• SOME RESULTS FOR SKIP-FREE RANDOM WALK
• The Doctrine of Chances
• Stopped Random Walks
• Random Walk: A Modern Introduction
• On the structure of the canonical tensor operators in the unitary groups. II. The tensor operators in U(3) characterized by maximal null space

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