Variance of the game duration in the gambler’s ruin problem

We derive the variance of the duration of play in the classical gambler’s ruin problem of two players with ties allowed. The variance of the game duration for the three-tower problem, one of the possible extensions of the game for the case of three players, is presented as well.

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Year of publication:	2012
Authors:	Anděl, Jiří ; Hudecová, Šárka
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1750-1754
Publisher:	Elsevier
Subject:	Ruin problem \| Gambler’s ruin \| Three-tower problem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040075