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A game with four players

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  • Chang, Derek K.

Abstract

In this note we consider the gambler's ruin problem with four players, and we compute the expected ruin time when the initial fortunes of all four players are the same.

Suggested Citation

  • Chang, Derek K., 1995. "A game with four players," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 111-115, May.
    • Handle: RePEc:eee:stapro:v:23:y:1995:i:2:p:111-115
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    Cited by:

    1. Rocha, Amy L. & Stern, Frederick, 1999. "The gambler's ruin problem with n players and asymmetric play," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 87-95, August.
    2. Anděl, Jiří & Hudecová, Šárka, 2012. "Variance of the game duration in the gambler’s ruin problem," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1750-1754.

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