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Winning “Big” in the St. Petersburg Game
G. Stoica University of New Brunswick
Abstract:
We present a self-contained and easy to follow proof for the value
of the probability of large gains of a player in the celebrated
St. Petersburg game.
Keywords:
St. Petersburg game, large deviations.
Received: 22.12.2020
Citation:
G. Stoica, “Winning “Big” in the St. Petersburg Game”, Mat. Zametki, 111:5 (2022), 746–751; Math. Notes, 111:5 (2022), 754–758
Linking options:
https://www.mathnet.ru/eng/mzm12985https://doi.org/10.4213/mzm12985 https://www.mathnet.ru/eng/mzm/v111/i5/p746
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Statistics & downloads: |
Abstract page: | 233 | Full-text PDF : | 14 | References: | 40 | First page: | 19 |
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