Linear algebra-based solution of the gambler’s ruin problem

DOI10.1080/0020739X.2016.1170901zbMath1396.97024OpenAlexW2406996098MaRDI QIDQ4689401

Greg Orosi

Publication date: 16 October 2018

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739x.2016.1170901

zbMATH Keywords

eigenvalueseigenvectorsrandom walkgambler's ruinrecurrances

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Eigenvalues, singular values, and eigenvectors (15A18) Probability theory (educational aspects) (97K50)

Related Items (2)

Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ Unnamed Item

Cites Work

• The arithmetico-geometric sequence: an application of linear algebra
• Unnamed Item

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