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researcher

P. Lorek

16 papers hereh-index 8236 citations51 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author10
  • middle author1
  • last author1

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • cs.LG2
  • math.ST2
  • cs.CR1
  • math.CO1

identity via Semantic Scholar / OpenAlex

activity
20112026
most citedGeneralized Gambler's Ruin Problem: explicit formulas via Siegumd duality

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

collaborators
Showing 2016Show all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.