| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525786 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
We derive an explicit formula for the probability of ruin of a gambler playing against an infinitely-rich adversary, when the games have payoff given by a general integer-valued probability distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guy Katriel,