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- Article] Solution of a roulette-type ruin problem - a correction to: a rule of thumb (not only) for gamblers
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DocNo of ILP: 6219
Doc. Type: Article
Title: Solution of a roulette-type ruin problem - a correction to: a rule of thumb (not only) for gamblers
Authors: Kozek, AS
Full Name of Authors: Kozek, AS
Keywords by Author: gambling; roulette; ruin
Keywords Plus:
Abstract: In the paper we derive a closed form formula for a probability of success in a roulette-type game. The player begins the game having j chips and plays one chip at a time. In each game, he either wins w chips with probability p or loses his chip with probability I - p. The game terminates when the player loses all his fortune or when his capital reaches, or exceeds level C. The present solution rectifies the incorrect one, presented in Section 3 of Kozek (Stochastic Process. Appl. 55 (1) (1995) 169). (C) 2002 Elsevier Science B.V. All rights reserved.
Cate of OECD: Mathematics
Year of Publication: 2002
Business Area: game
Detail Business: roulette
Country: Netherlands
Study Area:
Name of Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Language: English
Country of Authors: Macquarie Univ, Dept Stat, Sydney, NSW 2109, Australia
Press Adress: Kozek, AS (reprint author), Macquarie Univ, Dept Stat, Sydney, NSW 2109, Australia.
Email Address:
Citaion:
Funding:
Lists of Citation: Banachiewicz T., 1937, ACTA ASTRONOMICA C, V3, P41; BANACHIEWICZ T, 1937, COMPTES RENDUS MENSU, V4, P3; Billingsley P., 1979, WILEY SERIES PROBABI; CANJAR M, 2000, 11 INT C GAMBL RISK; Dubins L. E., 1965, GAMBLE IF YOU MUST I; ETHIER S, 2002, METHODOLOGY COMPUTIN, V4; ETHIER S, 2000, COMMUNICATION; Feller W., 1957, INTRO PROBABILITY TH, V1; FROBENIUS F, 1908, SITZUNGSBERICHTE KON, P471; HENDERSON HV, 1981, SIAM REV, V23, P53, DOI 10.1137/1023004; KOZEK AS, 1995, STOCH PROC APPL, V55, P169, DOI 10.1016/0304-4149(95)91546-D; Muir T., 1960, TREATISE THEORY DETE; OUELLETTE DV, 1981, LINEAR ALGEBRA APPL, V36, P187, DOI 10.1016/0024-3795(81)90232-9; SEARLE SR, 1967, MATRIX ALGEBRA BIOL
Number of Citaion: 14
Publication: ELSEVIER SCIENCE BV
City of Publication: AMSTERDAM
Address of Publication: PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
ISSN: 0304-4149
29-Character Source Abbreviation: STOCH PROC APPL
ISO Source Abbreviation: Stoch. Process. Their Appl.
Volume: 100
Version:
Start of File: 301
End of File: 311
DOI: 10.1016/S0304-4149(02)00106-0
Number of Pages: 11
Web of Science Category: Statistics & Probability
Subject Category: Mathematics
Document Delivery Number: 588ZU
Unique Article Identifier: WOS:000177733500014
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