On a non-homogeneous difference equation from probability theory
2009 ◽
Vol 43
(1)
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pp. 81-90
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Keyword(s):
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.
2009 ◽
Vol 79
(14)
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pp. 1590-1595
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Keyword(s):
2008 ◽
Vol 78
(15)
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pp. 2314-2320
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2017 ◽
Vol 468
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pp. 147-157
1986 ◽
Vol 13
(2)
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pp. 157-164
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