Article contents
Fair gambler’s ruin stochastically maximizes playing time
Published online by Cambridge University Press: 10 March 2022
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.
MSC classification
- Type
- Original Article
- Information
- Copyright
- © The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust
References
- 2
- Cited by