On the Moments of the Asymmetric n-Player Gambler’s Ruin Problem
摘要
In this article, we study the asymmetric n-player gambler’s ruin problem with ties allowed, where each player has equal capital of d units of money. In each round, the probabilities of winning from each player are fixed and the outcomes are independent from previous rounds. The game ends when at least one player run out of the money. The duration of the game is called the ruin time. For