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Variance of the game duration in the gambler’s ruin problem

  • Anděl, Jiří
  • Hudecová, Šárka
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    We derive the variance of the duration of play in the classical gambler’s ruin problem of two players with ties allowed. The variance of the game duration for the three-tower problem, one of the possible extensions of the game for the case of three players, is presented as well.

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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 9 ()
    Pages: 1750-1754

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1750-1754
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    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. Bach, Eric, 1997. "Moments in the duration of play," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 1-7, November.
    3. Chang, Derek K., 1995. "A game with four players," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 111-115, May.
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