The gambler's ruin problem with n players and asymmetric play

Amy L. Rocha and Frederick Stern

Statistics & Probability Letters, 1999, vol. 44, issue 1, 87-95

Abstract: The expected ruin time and the probabilities of ruin are found for the n-player gambler's ruin problem with asymmetric play for certain cases of equal initial fortunes. Independence of the ruin time with which player is ruined is also shown.

Keywords: Gambler's; ruin; Stopping; time; Asymmetric; play; Independence (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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