增加赌徒毁灭的持续时间和布朗运动的退出时间

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Stochastic Models Pub Date : 2024-03-01 DOI:10.1080/15326349.2024.2319208

Erol A. Peköz, Rhonda Righter

引用次数: 0

摘要

在 "赌徒的毁灭 "中，当双方玩家以相同金额开始游戏时，我们发现当游戏变得更加公平时，游戏时间会随机增加。我们给出了两种不同的论据来证明这一点。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Increasing Gambler’s Ruin duration and Brownian motion exit times

In Gambler’s Ruin when both players start with the same amount of money, we show the playing time stochastically increases when the games are made more fair. We give two different arguments for thi...

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来源期刊

Stochastic Models 数学-统计学与概率论

CiteScore

1.30

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.