Fair gambler’s ruin stochastically maximizes playing time

DOI10.1017/apr.2021.46zbMath1490.60110OpenAlexW4220739861MaRDI QIDQ5084798

Sheldon M. Ross, Erol A. Peköz

Publication date: 28 June 2022

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2021.46

zbMATH Keywords

stochastic inequalitygambler's ruinplaying time

Mathematics Subject Classification ID

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

Cites Work

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• Gambler’s Ruin: The Duration of Play
• The probability distribution of the duration of the game in the classical ruin problem
• Introduction to Probability Models

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