Copertina

How reactive gambling can backfire: ruin probability is increasing in $p$, Hölder continuous in initial fortune

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Roy, Aditya Guha, Peres, Yuval, Qin, Shuo, Zuo, Junchi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Transition probabilities of step-reinforced random walks
di: Peres, Yuval, et al.
Pubblicazione: (2026)

Convergence rate of $\ell^p$-relaxation on a graph to a $p$-harmonic function with given boundary values
di: Gan, Chenyu, et al.
Pubblicazione: (2025)

Mixing times of step-reinforced random walks
di: Peres, Yuval, et al.
Pubblicazione: (2026)

Some continuity estimates for ruin probability and other ruin-related quantities
di: Kanellopoulos, Lazaros
Pubblicazione: (2025)

The edge-averaging process on graphs with random initial opinions
di: Elboim, Dor, et al.
Pubblicazione: (2025)

Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
di: Konstantinides, Dimitrios G.
Pubblicazione: (2025)

Convergence rate of $\ell^p$-energy minimization on graphs: sharp polynomial bounds and a phase transition at $p=3$
di: Amir, Gideon, et al.
Pubblicazione: (2025)

On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
di: Chen, Yang, et al.
Pubblicazione: (2025)

Potentials in recurrent networks: a survey
di: Nachmias, Asaf, et al.
Pubblicazione: (2025)

Edge-averaging dynamics on finite graphs: moment dependence
di: Zuo, Junchi
Pubblicazione: (2026)

Explosion versus decay for boundary derivatives of $p$-harmonic functions as $p$ tends to 1: nonlocality
di: Peres, Yuval, et al.
Pubblicazione: (2026)

Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
di: Konstantinides, Dimitrios G., et al.
Pubblicazione: (2024)

Exact asymptotics of the ruin probability in the Sparre Andersen model
di: Promyslov, Platon
Pubblicazione: (2026)

Every recurrent network has a potential tending to infinity
di: Nachmias, Asaf, et al.
Pubblicazione: (2025)

Modified ruin probability for a Cramér-Lundberg model driven by a compound mixed Poisson process
di: Sakuma, Noriyoshi, et al.
Pubblicazione: (2026)

The Asynchronous DeGroot Dynamics
di: Elboim, Dor, et al.
Pubblicazione: (2022)

Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin
di: Locas, Félix, et al.
Pubblicazione: (2023)

Parisian ruin of locally self-similar Gaussian processes
di: Novikov, Svyatoslav M.
Pubblicazione: (2026)

Holder continuity of interfaces for scale-invariant Poisson stick soup
di: Teixeira, Augusto, et al.
Pubblicazione: (2026)

Harnack inequality for $p$-harmonic functions: improved dimension dependence via tug of war
di: Peres, Yuval, et al.
Pubblicazione: (2026)

Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
di: Addona, Davide, et al.
Pubblicazione: (2023)

A characterization of ruin-inducing probability measures in a renewal risk model
di: Tzaninis, Spyridon M., et al.
Pubblicazione: (2026)

Poisson genericity in numeration systems with exponentially mixing probabilities
di: Álvarez, Nicolás, et al.
Pubblicazione: (2024)

Persistence probabilities of autoregressive chains with continuous innovations
di: Donnart, Titouan, et al.
Pubblicazione: (2026)

A compact support property for infinite-dimensional SDEs with Hölder continuous coefficients
di: Hughes, Thomas, et al.
Pubblicazione: (2026)

How two elephants can learn from each other
di: Aguech, Rafik, et al.
Pubblicazione: (2025)

On the integro-differential equation arising in the ruin problem for annuity payment models
di: Promyslov, Platon
Pubblicazione: (2026)

Optimal lower bound for the variance of hitting times for simple random walks on graphs
di: Chiclana, Rafael, et al.
Pubblicazione: (2023)

Divisible sandpiles via random walks in random scenery
di: Bou-Rabee, Ahmed, et al.
Pubblicazione: (2026)

How often can two independent elephant random walks on $\mathbb{Z}$ meet?
di: Roy, Rahul, et al.
Pubblicazione: (2024)

The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
di: Wu, Hao, et al.
Pubblicazione: (2025)

Distributional equations and the ruin problem for the Sparre Andersen model with investments
di: Kabanov, Yuri, et al.
Pubblicazione: (2025)

Step-reinforced random walks and one-half
di: Qin, Shuo
Pubblicazione: (2024)

Recurrence and transience of multidimensional elephant random walks
di: Qin, Shuo
Pubblicazione: (2023)

Hölder continuous solutions to stochastic 3D Euler equations via stochastic convex integration
di: Lü, Lin
Pubblicazione: (2024)

A symbolic computational approach to the generalized gambler's ruin problem in one and two dimensions
di: Martinez, Lucy
Pubblicazione: (2024)

Speed of random walk on dynamical percolation in nonamenable transitive graphs
di: Gu, Chenlin, et al.
Pubblicazione: (2024)

Non-existence probabilities and lower tails in the critical regime via Belief Propagation
di: Jenssen, Matthew, et al.
Pubblicazione: (2026)

Function-coherent gambles
di: Wheeler, Gregory
Pubblicazione: (2025)

On Hölder continuity and $p^\mathrm{th}$-variation function of Weierstrass-type functions
di: Barczy, Matyas, et al.
Pubblicazione: (2024)