Gambler's ruin problem in several dimensions

被引：17

作者：

Kmet, A ^{[1
]}

Petkovsek, M ^{[1
]}

机构：

[1] Univ Ljubljana, Fac Math & Phys, Dept Math, SI-1000 Ljubljana, Slovenia

来源：

ADVANCES IN APPLIED MATHEMATICS | 2002年 / 28卷 / 02期

关键词：

D O I：

10.1006/aama.2001.0769

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. (C) 2002 Elsevier Science (USA).

引用

页码：107 / 118

页数：12

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