Martingale Approach to Gambler's Ruin Problem for Correlated Random Walks

Fuente: arXiv

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Bibliographic Details
Main Author:	Pozdnyakov, Vladimir
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory 60G42, 60J10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.10302