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math.PR2021
Numerical instability in B&D models
Jan Vrbik
When computing the expected value of time till extinction of a Birth and Death process, the usual textbook approach results in an extreme case of numerical ill-conditioning, which…
math.PR2015
Playing Several Patterns Against One Another
Jan Vrbik, Paul Vrbik
We revisit the game in which each of several players chooses a pattern and then a coin is flipped repeatedly until one of these patterns is generated. In particular, we demonstrate…