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

DOI10.1080/03610918.2017.1319479OpenAlexW2609870354MaRDI QIDQ5084937

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Publication date: 29 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1319479

zbMATH Keywords

ruin timethree-tower problemgambler's ruin problemasymmetric play\(n\)-player gambler's ruinvariance of the ruin time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Generalized stochastic processes (60G20)

Related Items (2)

A novel version for three-player gambler's ruin problem ⋮ The ruin time for 3-player gambler’s problem: an approximate formula

Cites Work

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• The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations
• Pascal's Problem: The 'Gambler's Ruin'
• The Computer Solves the Three Tower Problem
• A Type of "Gambler's Ruin" Problem

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