Gambler's ruin problem in several dimensions

DOI10.1006/aama.2001.0769zbMath1003.60014OpenAlexW2006994723MaRDI QIDQ696849

Andrej Kmet, Marko Petkovsek

Publication date: 12 September 2002

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bd36547bb5970f46668b67392f6faaf606162d81

zbMATH Keywords

simple random walkabsorbing boundarysolution procedure

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Matrix equations and identities (15A24) Combinatorial probability (60C05)

Related Items (11)

The Two-Dimensional Asymmetric Gambler's Ruin Problem withnPlayers and Simulations ⋮ Generalized gambler's ruin problem: explicit formulas via Siegmund duality ⋮ Variance of the asymmetric n-player gambler’s ruin problem with ties allowed ⋮ Gambler's ruin and winning a series by \(m\) games ⋮ The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation ⋮ Unnamed Item ⋮ Strange attractors in a chaotic coin flip simulation ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ Gambler's ruin estimates on finite inner uniform domains ⋮ The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes ⋮ Reaching consensus on a connected graph

Cites Work

• A computer algebra approach to the discrete Dirichlet problem
• On Direct Methods for Solving Poisson’s Equations
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