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

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10125767" target="_blank" >RIV/00216208:11320/12:10125767 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1016/j.spl.2012.05.023" target="_blank" >http://dx.doi.org/10.1016/j.spl.2012.05.023</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.spl.2012.05.023" target="_blank" >10.1016/j.spl.2012.05.023</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

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

  • Original language description

    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.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Statistics and Probability Letters

  • ISSN

    0167-7152

  • e-ISSN

  • Volume of the periodical

    82

  • Issue of the periodical within the volume

    9

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    5

  • Pages from-to

    1750-1754

  • UT code for WoS article

    000306775500018

  • EID of the result in the Scopus database