참고문헌
- Statistics and Probability Letters v.23 A game with four players Chang,D. K.
- Probability and Random Processes Grimmet,G.R.;D.R. Stirzaker
- Statistics and Probability Letters v.7 A game with three players Sandell,D.
In this paper we consider the gambler's ruin problem with N players and derive the formula for computing the expected ruin time when the initial fortunes of all N players are the same. And we present an example for the case of N = 5.