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