On the waiting time in a generalized roulette game

DOI10.1016/0167-7152(84)90021-XzbMath0549.60039MaRDI QIDQ800036

Lars Holst, Allan Gut

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stopping timePoisson processmoment generating functionrecurrent eventroulettestopped sumwaiting time until success

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Flows of rare events for regularly perturbed semi-Markov processes, Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, On the waiting time in a generalized roulette game

Cites Work

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