Gambler’s ruin and winning a series by m games
Year of publication: |
2011
|
---|---|
Authors: | Lengyel, Tamás |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 1, p. 181-195
|
Publisher: |
Springer |
Subject: | Gambler’s ruin | Distribution of the duration | Martingales | Probability and moment generating functions | Limit theorem | Chebyshev polynomial of the first kind |
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