The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation

DOI10.1016/j.jkss.2010.10.005zbMath1225.60069OpenAlexW2061059254MaRDI QIDQ634843

Juan-Miguel Gracia

Publication date: 17 August 2011

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.10.005

zbMATH Keywords

independencestopping timeruin time\(n\)-player gambler's ruin problem with ties allowedasymmetric play

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Generalized stochastic processes (60G20) Probabilistic games; gambling (91A60)

Related Items

A novel version for three-player gambler's ruin problem ⋮ The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations ⋮ Variance of the asymmetric n-player gambler’s ruin problem with ties allowed

Cites Work

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• Gambler's ruin problem in several dimensions
• The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes
• The conditional gambler's ruin problem with ties allowed
• A game with three players
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• The Classical Ruin Problem with Equal Initial Fortunes

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