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Gambler’s ruin probability—A general formula

Gambler's ruin probability -- a general formula
descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Oct 2013Embargo end date: 01 Jan 2012 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 83, pages 2,205-2,210 (issn: 0167-7152, Copyright policy )
Authors: Katriel, Guy;

doi: 10.1016/j.spl.2013.06.005 , 10.48550/arxiv.1209.4203

arXiv: 1209.4203

Gambler’s ruin probability—A general formula

Abstract

We derive an explicit formula for the probability of ruin of a gambler playing against an infinitely-rich adversary, when the games have payoff given by a general integer-valued probability distribution.

11 pages

Related Organizations
Keywords

Probabilistic games; gambling, Stopping times; optimal stopping problems; gambling theory, Probability (math.PR), 60G40, 60J15, gambler's ruin problem, FOS: Mathematics, ruin probability, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Average
Top 10%
Average
Green
bronze