Abstract
A Markov chain model for a battle between two opposing forces is formulated, which is a stochastic version of one studied by F. W. Lanchester. Solutions of the backward equations for the final state yield martingales and stopping identities, but a more powerful technique is a time-reversal analogue of a known method for studying urn models. A general version of a remarkable result of Williams and McIlroy (1998) is proved.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
7 articles.
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