The gambler's ruin problem in path representation form
| dc.creator | Bolina, Oscar | |
| dc.date | 2001-11-22 | |
| dc.date.accessioned | 2026-07-07T04:44:44Z | |
| dc.date.available | 2026-07-07T04:44:44Z | |
| dc.description | We consider the classical one-dimensional random walk of a particle on the right-half real line. We assume that the particle is initially at position x=k, k > 0, and moves to the right with probability p or to the left with probability 1-p. We consider that the particle is absorbed at the origin without fixing the number of steps needed to get there. We calculate the probability P(x=k) that the particles end up at the origin, given that it starts at x=k, by means of a geometric representation of this random walk in terms of paths on a two-dimensional lattice. | |
| dc.description | latex 8 pages, 4 figures | |
| dc.identifier | https://arxiv.org/abs/math/0111242 | |
| dc.identifier | http://arxiv.org/abs/math/0111242 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/62708 | |
| dc.subject | Probability | |
| dc.subject | 82B41 | |
| dc.title | The gambler's ruin problem in path representation form | |
| dc.type | text |