Conditional Gambler’s Ruin Problem with Arbitrary Winning and Losing Probabilities with Applications - Lorek, Paweł; Markowski, Piotr (Methodology and computing in applied probability, 2025)
Keywords: Absorption; Business and Management; Economics; Eigenvalues; Electrical Engineering; Life Sciences; Mathematics and Statistics; Probability; Random variables; Random walk; Random walk theory; Statistics; 60J10; Strong stationary dual chain; Birth and death chain; Conditional absorption time; Random walk on a polygon; Möbius monotonicity; Random walk on a circle; 60G40; Gambler’s ruin problem; 60J80