The 4-Player Gambler’s Ruin Problem

DOI10.1007/978-3-031-37800-3_5arXiv2209.05264MaRDI QIDQ6194484

Unnamed Author, Laurent Saloff-Coste

Publication date: 19 March 2024

Published in: Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.05264

zbMATH Keywords

Markov chainsPerron-Frobenius eigenvaluePerron-Frobenius eigenvectorgambler's Ruin

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic games; gambling (91A60) Risk models (general) (91B05)

Cites Work

• Unnamed Item
• The central limit theorem in Lipschitz domains
• Parabolic Harnack inequality for time-dependent non-symmetric Dirichlet forms
• Gambler's ruin and the ICM
• Gambler's ruin estimates on finite inner uniform domains
• The Dirichlet heat kernel in inner uniform domains: local results, compact domains and non-symmetric forms
• Alternative constructions of a harmonic function for a random walk in a cone
• Random walks in cones
• A radial basis function (RBF)-finite difference (FD) method for diffusion and reaction-diffusion equations on surfaces
• Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity

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