This article is cited 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

 English version: Theory of Probability and its Applications, 1967, 12:2, 286–294

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