• Title of article

    The conditional gambler’s ruin problem with ties allowed

  • Author/Authors

    Lengyel، نويسنده , , Tamلs، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    5
  • From page
    351
  • To page
    355
  • Abstract
    We determine the distribution of duration in the gambler’s ruin problem given that one specific player wins. In this version we allow ties in the single games. We present a unified approach which uses generating functions to prove and extend some results that were obtained in [Frederick Stern, Conditional expectation of the duration in the classical ruin problem, Math. Mag. 48 (4) (1975) 200–203; S.M. Samuels, The classical ruin problem with equal initial fortunes, Math. Mag. 48 (5) (1975) 286–288; W.A. Beyer, M.S. Waterman, Symmetries for conditioned ruin problems, Math. Mag. 50 (1) (1977) 42–45].
  • Keywords
    Gambler’s ruin , generating function , Lattice path combinatorics , Continued fraction representation by polynomials , Chebyshev polynomials of the second kind
  • Journal title
    Applied Mathematics Letters
  • Serial Year
    2009
  • Journal title
    Applied Mathematics Letters
  • Record number

    1525763