MULTI-DIMENSIONAL ASYMMETRIC AND NON-UNIFORM GAMBLER’S RUIN PROBLEM WITH TWO PLAYERS

  • T. Chanpana
  • N. Chaidee
  • J. Suntornchost
Keywords: Gambler’s ruin, Expected duration, Asymmetric play

Abstract

In this paper, we find the expected duration of multi - dimensional gambler’s ruin problem for the case of non-uniform and symmetric game. We also show that our result is a generalization of Kmet and Petkovsek’s result where they considered uniform and symmetric game. Numerical Results are also provided.

Published
2020-02-05