On a gambler's ruin problem

Mohamed A. El-Shehawey; Bakheet N. Al-Matrafi

Mathematica Slovaca (1997)

  • Volume: 47, Issue: 4, page 483-488
  • ISSN: 0232-0525

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El-Shehawey, Mohamed A., and Al-Matrafi, Bakheet N.. "On a gambler's ruin problem." Mathematica Slovaca 47.4 (1997): 483-488. <http://eudml.org/doc/32182>.

@article{El1997,
author = {El-Shehawey, Mohamed A., Al-Matrafi, Bakheet N.},
journal = {Mathematica Slovaca},
keywords = {classical ruin problem; simple random walk; absorption probabilities},
language = {eng},
number = {4},
pages = {483-488},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {On a gambler's ruin problem},
url = {http://eudml.org/doc/32182},
volume = {47},
year = {1997},
}

TY - JOUR
AU - El-Shehawey, Mohamed A.
AU - Al-Matrafi, Bakheet N.
TI - On a gambler's ruin problem
JO - Mathematica Slovaca
PY - 1997
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 47
IS - 4
SP - 483
EP - 488
LA - eng
KW - classical ruin problem; simple random walk; absorption probabilities
UR - http://eudml.org/doc/32182
ER -

References

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  1. BARNETT V. D., A three-player extension of the gambler's ruin problem, J. Appl. Probab. 1 (1964), 321-334. (1964) Zbl0192.25501MR0171330
  2. BLASI A., On a random walk between a reflecting and an absorbing barrier, Ann. Probab. 4 (1976), 695-696. (1976) Zbl0342.60050MR0407996
  3. COX D. R.-MILLER H. D., The Theory of Stochastic Processes, Methuen, London, 1965. (1965) Zbl0149.12902MR0192521
  4. EL-SHEHAWY M. A., On absorption probabilities for a random walk between two different barriers, Ann. Fac. Sci. Toulouse Math. (5) I (1992), 95-103. (1992) Zbl0765.60071MR1191730
  5. FELLER W., An Introduction to Probability Theory and Its Applications. Vol. 1, (3rd ed.), Wiley, New York, 1968. (1968) MR0228020
  6. GULATI C. M.-HILL J. M., A note on an alternative derivation of random walk probabilities, Sankhya Ser. A 43 (1981), 379-383. (1981) Zbl0522.60075MR0665880
  7. KANNAN D., An Introduction to Stochastic Processes, New York, 1979. (1979) Zbl0418.60002MR0539142
  8. MUNFORD A. G., A first passage problem in a random walk with a quality control application, J. Roy. Statist. Soc. Ser. B 43 (1981), 142-146. (1981) Zbl0477.60082MR0626758
  9. SRINIVASAN S. K.-MEHATA K. M., Stochastic Processes, McGraw Hill, New Delhi, 1976. (1976) 
  10. WEESAKUL B., The random walk between a reflecting and an absorbing barrier, Ann. Math. Statist. 32 (1961), 765-769. (1961) Zbl0109.10903MR0125641

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