The gambler’s ruin problem with delays

Allan Gut

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2549-2552

Abstract: A recent paper by Pozdnyakov and Steele (2010) is devoted to the so-called binary-plus-passive design. Two problems that the authors do not consider can be identified with the classical gambler’s ruin problem in which delays are allowed.

Keywords: Distributed sensing; Gambler’s ruin; Stopped random walks; Martingales; Wald equations (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.07.013

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