We determine the distribution of duration in the gambler’s ruin problem given that one specific player wins. In this version we allow ties in the single games. We present a unified approach which uses generating functions to prove and extend some results that were obtained in [Frederick Stern, Conditional expectation of the duration in the classical ruin problem, Math. Mag. 48 (4) (1975) 200–20...

A new modified Smith predictor structure is presented with its associated tuning rules.

The purpose of this study was to detect latent periodicity in the presence of deletions or insertions in the analyzed data, when the points of deletions or insertions are unknown. A mathematical method was developed to search for periodicity in the numerical series, using dynamic programming and random matrices. The developed method was applied to search for periodicity in the Euro/Dollar (Eu/$...

We analyze the impact of the ownership structure of cable television …rms on the incentives to upgrade the cable networks to o¤er telecommunication services. First, we show that dual ownership of a local telephone network and a cable network, compared with separate ownership, may increase or decrease incentives to invest in upgrading the cable television network. Coordination economies bene…t d...