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The Several Dimensional Gambler's Ruin Problem - MaRDI portal

The Several Dimensional Gambler's Ruin Problem

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Publication:5235950

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zbMath1423.60076arXiv1608.08675MaRDI QIDQ5235950

Achillefs Tzioufas

Publication date: 14 October 2019

Full work available at URL: https://arxiv.org/abs/1608.08675

zbMATH Keywords

Laplace transforms Brownian motion boundary value problems uniform integrability invariance principle exit times convergence of moments Erdős-Kac theorem weak limit laws running maxima

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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