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The gambler's ruin problem with delays
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2013 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 83, no 11, 2549-2552 p.Article in journal (Refereed) Published
Abstract [en]

A recent paper by Pozdnyakov and Steele (2010) is devoted to the so-called binary-plus-passive design. Two problems that the authors do not consider can be identified with the classical gambler's ruin problem in which delays are allowed.

Place, publisher, year, edition, pages
2013. Vol. 83, no 11, 2549-2552 p.
Keyword [en]
Distributed sensing, Gambler's ruin, Stopped random walks, Martingales, Wald equations
National Category
Natural Sciences
Identifiers
URN: urn:nbn:se:uu:diva-211787DOI: 10.1016/j.spl.2013.07.013ISI: 000326487300017OAI: oai:DiVA.org:uu-211787DiVA: diva2:668892
Available from: 2013-12-02 Created: 2013-12-02 Last updated: 2017-12-06Bibliographically approved

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Gut, Allan

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