Institute of Mathematical Statistics Lecture Notes - Monograph Series

The gambler's ruin problem for periodic walks

Lester E. Dubins

Full-text: Open access

Chapter information

Source
T. S. Ferguson, L. S. Shapley, and J. B. MacQueen, eds. Statistics, probability and game theory: Papers in honor of David Blackwell (Hayward, CA: Institute of Mathematical Statistics, 1996), 7-12

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215453561

Digital Object Identifier
doi:10.1214/lnms/1215453561

Mathematical Reviews number (MathSciNet)
MR1481769

Subjects
Primary: 60J15
Secondary: 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] 60J60: Diffusion processes [See also 58J65]

Rights
Copyright © 1996, Institute of Mathematical Statistics

Citation

Dubins, Lester E. The gambler's ruin problem for periodic walks. Statistics, probability and game theory, 7--12, Institute of Mathematical Statistics, Hayward, CA, 1996. doi:10.1214/lnms/1215453561. https://projecteuclid.org/euclid.lnms/1215453561


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