Absorption time and absorption probabilities for a family of multidimensional gambler models

zbMath1519.91056arXiv1812.00690MaRDI QIDQ6310593

Paweł Lorek, Piotr Markowski

Publication date: 3 December 2018

Mathematics Subject Classification ID

Applications of branching processes (60J85) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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