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

T. Chanpana, N. Chaidee, J. Suntornchost

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.

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