Absorption time and absorption probabilities for a family of multidimensional gambler models

نویسندگان

چکیده

For a family of multidimensional gambler models we provide formulas for the winning probabilities (in terms parameters system) and distribution game duration eigenvalues underlying one-dimensional games). These were known case - initially proofs purely analytical, later probabilistic construction has been given. Concerning duration, in many cases our approach yields sample-path constructions. We heavily exploit intertwining between (not necessary) stochastic matrices (for results), notion Siegmund duality winning/ruin probabilities), Kronecker products.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Exponential Models: Approximations for Probabilities

Welch & Peers (1963) used a root-information prior to obtain posterior probabilities for a scalar parameter exponential model and showed that these Bayes probabilities had the confidence property to second order asymptotically. An important undercurrent of this indicates that the constant information reparameterization provides location model structure, for which the confidence property ...

متن کامل

Exact absorption probabilities for the D3-brane

We consider a minimal scalar in the presence of a three-brane in ten dimensions. The linearized equation of motion, which is just the wave equation in the three-brane metric, can be solved in terms of associated Mathieu functions. An exact expression for the reflection and absorption probabilities can be obtained in terms of the characteristic exponent of Mathieu’s equation. We describe an algo...

متن کامل

Time to absorption in discounted reinforcement models

Reinforcement schemes are a class of non-Markovian stochastic processes. Their non-Markovian nature allows them to model some kind of memory of the past. One subclass of such models are those in which the past is exponentially discounted or forgotten. Often, models in this subclass have the property of becoming trapped with probability 1 in some degenerate state. While previous work has concent...

متن کامل

Absorption and injection models for open time-dependent quantum systems.

In the time-dependent simulation of pure states dealing with transport in open quantum systems, the initial state is located outside of the active region of interest. Using the superposition principle and the analytical knowledge of the free time evolution of such a state outside the active region, together with absorbing layers and remapping, a model for a very significant reduction of the com...

متن کامل

Random Walk Radiosity with Generalized Absorption Probabilities

In this paper we study random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabil...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ALEA-Latin American Journal of Probability and Mathematical Statistics

سال: 2022

ISSN: ['1980-0436']

DOI: https://doi.org/10.30757/alea.v19-06