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most citedGeneralized Gambler's Ruin Problem: explicit formulas via Siegumd duality

18 citations · 39 across the 15 of their papers we have counts for

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math.PR2019★ 7 cited

On testing pseudorandom generators via statistical tests based on the arcsine law

Paweł Lorek, Grzegorz Łoś, Karol Gotfryd +1

Testing the quality of pseudorandom number generators is an important issue. Security requirements become more and more demanding, weaknesses in this matter are simply not acceptab…

math.PR2019

Antiduality and Möbius monotonicity: Generalized Coupon Collector Problem

Paweł Lorek

For a given absorbing Markov chain on a finite state space, a chain is a sharp antidual of if the fastest strong stationary time of is equal, in distribution, t…

math.PR2018

Absorption time and absorption probabilities for a family of multidimensional gambler models

Paweł Lorek, Piotr Markowski

For a family of multidimensional gambler models we provide formulas for the winning probabilities (in terms of parameters of the system) and for the distribution of game duration (…

math.PR2018

Conditional gambler's ruin problem with arbitrary winning and losing probabilities with applications

Paweł Lorek, Piotr Markowski

In this paper we provide formulas for the expectation of a conditional game duration in a finite state-space one-dimensional gambler's ruin problem with arbitrary winning an…

math.PR2017★ 3 cited

Strong stationary times and its use in cryptography

Paweł Lorek, Filip Zagórski, Michał Kulis

This paper presents applicability of Strong Stationary Times (SST) techniques in the area of cryptography. The applicability is in three areas: *) Propositions of a new class of cr…

math.PR2016★ 18 cited

Generalized Gambler's Ruin Problem: explicit formulas via Siegumd duality

Paweł Lorek

We give explicit formulas for ruin probabilities in a multidimensional Generalized Gambler's ruin problem. The generalization is best interpreted as a game of one player against $d…