| Title:
|
On a gambler's ruin problem (English) |
| Author:
|
El-Shehawey, Mohamed A. |
| Author:
|
Al-Matrafi, Bakheet N. |
| Language:
|
English |
| Journal:
|
Mathematica Slovaca |
| ISSN:
|
0139-9918 |
| Volume:
|
47 |
| Issue:
|
4 |
| Year:
|
1997 |
| Pages:
|
483-488 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G40 |
| MSC:
|
60G50 |
| MSC:
|
60J10 |
| idZBL:
|
Zbl 0965.60043 |
| idMR:
|
MR1796961 |
| . |
| Date available:
|
2009-09-25T11:25:27Z |
| Last updated:
|
2012-08-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/131714 |
| . |
| Reference:
|
[1] BARNETT V. D.: A three-player extension of the gambler's ruin problem.J. Appl. Probab. 1 (1964), 321-334. Zbl 0192.25501, MR 0171330 |
| Reference:
|
[2] BLASI A.: On a random walk between a reflecting and an absorbing barrier.Ann. Probab. 4 (1976), 695-696. Zbl 0342.60050, MR 0407996 |
| Reference:
|
[3] COX D. R.-MILLER H. D.: The Theory of Stochastic Processes.Methuen, London, 1965. Zbl 0149.12902, MR 0192521 |
| Reference:
|
[4] EL-SHEHAWY M. A.: On absorption probabilities for a random walk between two different barriers.Ann. Fac. Sci. Toulouse Math. (5) I (1992), 95-103. Zbl 0765.60071, MR 1191730 |
| Reference:
|
[5] FELLER W.: An Introduction to Probability Theory and Its Applications. Vol. 1.(3rd ed.), Wiley, New York, 1968. MR 0228020 |
| Reference:
|
[6] GULATI C. M.-HILL J. M.: A note on an alternative derivation of random walk probabilities.Sankhya Ser. A 43 (1981), 379-383. Zbl 0522.60075, MR 0665880 |
| Reference:
|
[7] KANNAN D.: An Introduction to Stochastic Processes.New York, 1979. Zbl 0418.60002, MR 0539142 |
| Reference:
|
[8] MUNFORD A. G.: A first passage problem in a random walk with a quality control application.J. Roy. Statist. Soc. Ser. B 43 (1981), 142-146. Zbl 0477.60082, MR 0626758 |
| Reference:
|
[9] SRINIVASAN S. K.-MEHATA K. M.: Stochastic Processes.McGraw Hill, New Delhi, 1976. |
| Reference:
|
[10] WEESAKUL B.: The random walk between a reflecting and an absorbing barrier.Ann. Math. Statist. 32 (1961), 765-769. Zbl 0109.10903, MR 0125641 |
| . |
