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
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