Large gains in the St. Petersburg game

George Stoica

doi:10.1016/j.crma.2008.03.026

Probability Theory

Large gains in the St. Petersburg game
[Grands gains dans le jeu de Saint Pétersbourg]

Présenté par : Jean-Pierre Kahane

George Stoica ¹

¹ Department of Mathematical Sciences, University of New Brunswick, Saint John NB, E2L 4L5, Canada

Comptes Rendus. Mathématique, Volume 346 (2008) no. 9-10, pp. 563-566.

Résumé
Abstract

Nous considérons des gains de taille géométrique accumulés dans le jeu de Saint Pétersbourg et étudions le comportement asymptotique de la queue de leur distribution.

We consider the accumulated gains of geometric size in the St. Petersburg game and study the logarithmic tail asymptotics of their distribution.

Reçu le : 2008-01-15
Accepté le : 2008-03-20
Publié le : 2008-04-22

DOI : 10.1016/j.crma.2008.03.026

Affiliations des auteurs :

George Stoica ¹

¹ Department of Mathematical Sciences, University of New Brunswick, Saint John NB, E2L 4L5, Canada

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George Stoica. Large gains in the St. Petersburg game. Comptes Rendus. Mathématique, Volume 346 (2008) no. 9-10, pp. 563-566. doi : 10.1016/j.crma.2008.03.026. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2008.03.026/

Bibliographie
Cité par

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