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- W1977188793 abstract "In this paper we present closed-form formulas for the solutions of the gambler’s ruin problem for a finite Markov chain where probabilities of winning or losing a particular game depending on the amount of the current fortune, from probability boundary conditions’ viewpoint, and provide some very simple closed forms which immediately lead to exact and explicit formulas for some special cases, depending on the relationships between the transition probabilities and the boundary condition probabilities." @default.
- W1977188793 created "2016-06-24" @default.
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- W1977188793 date "2009-07-01" @default.
- W1977188793 modified "2023-09-23" @default.
- W1977188793 title "On the gambler’s ruin problem for a finite Markov chain" @default.
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- W1977188793 doi "https://doi.org/10.1016/j.spl.2009.03.029" @default.
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