Abstract
We give an explicit solution of the gambler's ruin problem when the players use two or more currencies. We also determine the asymptotics of the expected duration of the game when both players have equal amounts of each currency. © 2002 Elsevier Science (USA).
Cite
CITATION STYLE
APA
Kmet, A., & Petkovšek, M. (2002). Gambler’s ruin problem in several dimensions. Advances in Applied Mathematics, 28(2), 107–118. https://doi.org/10.1006/aama.2001.0769
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