𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Gambler's Ruin Problem with Correlation

✍ Scribed by C. Mohan


Book ID
124274644
Publisher
Oxford University Press
Year
1955
Tongue
English
Weight
568 KB
Volume
42
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Statistical Gambler's Ruin Problem
✍ Tsay, Jyh-Jian; Andy Tsao, C. πŸ“‚ Article πŸ“… 2003 πŸ› Taylor and Francis Group 🌐 English βš– 279 KB
Problem 71-21, A Gambler's Ruin Problem
✍ Michael L. Trombetta πŸ“‚ Article πŸ“… 1971 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 242 KB
Gambler's Ruin Problem in Several Dimens
✍ Andrej Kmet; Marko PetkovΕ‘ek πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 100 KB

We give an explicit solution of the gambler's ruin problem when the players use two or more currencies. We also determine the asymptotics of the expected duration of the game when both players have equal amounts of each currency.  2002 Elsevier Science (USA)