The classic two‐player gambler's ruin problem with successive events: A generalized variance

2021 ◽  
Author(s):  
Abid Hussain ◽  
Salman A. Cheema
Keyword(s):  
Generalized Variance ◽  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

scholarly journals On a non-homogeneous difference equation from probability theory

2009 ◽  
Vol 43 (1) ◽  
pp. 81-90 ◽  
Author(s):  
Jean-Luc Guilbault ◽  
Mario Lefebvre
Keyword(s):  
Probability Theory ◽  
Markov Chain ◽  
Difference Equation ◽  
Mathematical Expectation ◽  
Transition Probabilities ◽  
Current State ◽  
Constant Coefficients ◽  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

Abstract The so-called gambler’s ruin problem in probability theory is considered for a Markov chain having transition probabilities depending on the current state. This problem leads to a non-homogeneous difference equation with non-constant coefficients for the expected duration of the game. This mathematical expectation is computed explicitly.

Gambler’s ruin problem on Erdős–Rényi graphs

2017 ◽  
Vol 468 ◽  
pp. 147-157
Author(s):  
Zoltán Néda ◽  
Larissa Davidova ◽  
Szeréna Újvári ◽  
Gabriel Istrate
Keyword(s):  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

THE GAMBLER'S RUIN PROBLEM WITH CORRELATION

Biometrika ◽  
1955 ◽  
Vol 42 (3-4) ◽  
pp. 486-493 ◽  
Author(s):  
C. MOHAN
Keyword(s):  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

A Gambler’s Ruin Problem

SIAM Review ◽  
1971 ◽  
Vol 13 (4) ◽  
pp. 569-570
Author(s):  
Michael L. Trombetta
Keyword(s):  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

An Elementary Derivation of the Duration of Play in the Gambler’s Ruin Problem

2021 ◽  
Vol 52 (4) ◽  
pp. 299-301
Author(s):  
Greg Orosi ◽  
Ricardo Alfaro ◽  
Lixing Han ◽  
Kenneth Schilling
Keyword(s):  
Elementary Derivation ◽  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem

scholarly journals Dissipative generation of pure steady states and a gambler's ruin problem

2020 ◽  
Vol 102 (3) ◽  
Author(s):  
Vladislav Popkov ◽  
Simon Essink ◽  
Corinna Kollath ◽  
Carlo Presilla
Keyword(s):  
Steady States ◽  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Ruin Problem
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