The scaling and Brownian approximation conjecture for gambler's ruin probabilities
The scaling and Brownian approximation conjecture for gambler's ruin probabilities
For positive integers , let denote the first hitting probability of the permutation in the gambler's ruin walk, and let denote the corresponding Brownian motion extinction probability. For , write for the scaled initial state. Scaling and Brownian approximation conjecture. (a) For each , , and ,
(b) For each , with , and each ,
These assertions are intended to explain the rapid convergence of the rescaled probabilities and provide a more precise version of the scaling conjecture. The stated bounds are conjectural, and the supplied context gives no resolution status.
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Sources & referencesView supporting material
Primary source
Persi Diaconis and Stewart N. Ethier, “Gambler's Ruin and the ICM”, arXiv:2011.07610 (2021).
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.