Conditional expected durations of play given the ultimate outcome for a correlated random walk
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference5 articles.
1. Finite Difference Equations;Levy,1961
2. The gambler's ruin problem with correlation;Mohan;Biometrika,1955
3. The classical ruin problem with equal initial fortunes;Samuels;Math. Magazine,1975
4. Another look at independence of hitting place and time for the simple random walk;Seneta;Stochastic Processes and their Applications,1980
5. Conditional expectation of the duration in the classical ruin problem;Stern;Math. Magazine,1975
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1. Optimal Buy/Sell Rules for Correlated Random Walks;Journal of Applied Probability;2008-03
2. Optimal Buy/Sell Rules for Correlated Random Walks;Journal of Applied Probability;2008-03
3. Optimal stopping rules for directionally reinforced processes;Advances in Applied Probability;2001-06
4. Occupation probability of a correlated random walk and a correlated ruin problem;Statistics & Probability Letters;1987-03
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