Journal of Theoretical Probability

, Volume 16, Issue 1, pp 267-276

First online:

Solution to the OK Corral Model via Decoupling of Friedman's Urn

  • J. F. C. Kingman
  • , S. E. Volkov

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We consider the OK Corral model formulated by Williams and McIlroy(11) and later studied by Kingman.(7) In this paper we refine some of Kingman's results, by showing the connection between this model and Friedman's urn, and using Rubin's construction to decouple the urn. Also we obtain the exact expression for the probability of survival of exactly S gunmen given an initially fair configuration.

OK Corral urn models coupling reinforced random walks