公平赌徒的毁灭随机地使游戏时间最大化

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Advances in Applied Probability Pub Date : 2022-03-10 DOI:10.1017/apr.2021.46

E. Peköz, S. Ross

引用次数: 3

摘要

摘要对于两个玩家以相同金额开始的赌徒破产问题，我们证明了在游戏公平的情况下，游戏时间是随机最大的。

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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Fair gambler’s ruin stochastically maximizes playing time

Abstract For the gambler’s ruin problem with two players starting with the same amount of money, we show the playing time is stochastically maximized when the games are fair.

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来源期刊

Advances in Applied Probability 数学-统计学与概率论

CiteScore

2.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Advances in Applied Probability has been published by the Applied Probability Trust for over four decades, and is a companion publication to the Journal of Applied Probability. It contains mathematical and scientific papers of interest to applied probabilists, with emphasis on applications in a broad spectrum of disciplines, including the biosciences, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.