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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 2, Pages 329–337
(Mi tvp709)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On a Limit Theorem for an Attrition Game
A. A. Yushkevich Moscow
Abstract:
L. Garding [3] obtained a normal approximation to the probability of winning in an attrition game by the method of moments. Here an another approach to the same problem is developed. Our approach is based on the transition from descrete Markov chains to a continuous diffusion process.
Received: 22.03.1966
Citation:
A. A. Yushkevich, “On a Limit Theorem for an Attrition Game”, Teor. Veroyatnost. i Primenen., 12:2 (1967), 329–337; Theory Probab. Appl., 12:2 (1967), 286–294
Linking options:
https://www.mathnet.ru/eng/tvp709 https://www.mathnet.ru/eng/tvp/v12/i2/p329
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