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BibTeX entry
@Article{Vrbik:2012:GRF,
author = "Jan Vrbik",
title = "{Gambler}'s Ruin and First Passage Time",
journal = j-MATHEMATICA-J,
volume = "14",
number = "??",
pages = "??--??",
month = "????",
year = "2012",
CODEN = "????",
ISSN = "1047-5974 (print), 1097-1610 (electronic)",
bibdate = "Sat Mar 15 08:18:46 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/mathematicaj.bib",
URL = "http://www.mathematica-journal.com/2012/03/gamblers-ruin-and-first-passage-time/",
abstract = "We investigate the classical problem of a gambler
repeatedly betting \$1 on the flip of a potentially
biased coin until he either loses all his money or wins
the money of his opponent. This is then extended to the
case of his adversary (a casino) having practically
unlimited resources and used to derive the inverse
Gaussian distribution of the first passage time.",
acknowledgement = ack-nhfb,
journal-URL = "http://www.mathematica-journal.com/",
}
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