The asymmetric \(n\)-player gambler's ruin problem with equal initial fortunes

DOI10.1016/j.aam.2003.07.005zbMath1061.60040OpenAlexW2082764857MaRDI QIDQ705246

Amy L. Rocha, Frederick Stern

Publication date: 26 January 2005

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

Full work available at URL: https://doi.org/10.1016/j.aam.2003.07.005

zbMATH Keywords

independenceruin probabilityruin time\(n\)-player gameasymmetric play

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (12)

A novel version for three-player gambler's ruin problem ⋮ 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 ⋮ The ruin time for 3-player gambler’s problem: an approximate formula ⋮ The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation ⋮ Variance of the game duration in the gambler's ruin problem ⋮ Unnamed Item ⋮ Strange attractors in a chaotic coin flip simulation ⋮ Deciding when to quit the gambler's ruin game with unknown probabilities ⋮ The conditional gambler's ruin problem with ties allowed ⋮ The symmetric \(4\)-player gambler's problem with unequal initial stakes

Cites Work

• Unnamed Item
• Gambler's ruin problem in several dimensions
• A game with three players
• A game with four players
• The gambler's ruin problem with \(n\) players and asymmetric play
• Conditional Expectation of the Duration in the Classical Ruin Problem
• The Classical Ruin Problem with Equal Initial Fortunes

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