The classical ruin problem on a finite solvable group

  • Yu. D. Zhdanova

Abstract

For the classical ruin problem (a special case of a cyclic group), we use an explicit expression for the characteristic function of the time of first hitting an arbitrary subset of a finite solvable group by a random walk, “from” a fixed subset, to obtain a new proof of the well-known formula which allows one to estimate the characteristic function of the ruin probability (hitting the identity of a group) at the th- trial.
Published
25.03.1993
How to Cite
ZhdanovaY. D. “The Classical Ruin Problem on a Finite Solvable Group”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 3, Mar. 1993, pp. 361–366, https://umj.imath.kiev.ua/index.php/umj/article/view/5817.
Section
Research articles