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
Link To Document :
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