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

Presented by: 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.

Abstract
Résumé

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

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.

Received: 2008-01-15
Accepted: 2008-03-20
Published online: 2008-04-22

DOI: 10.1016/j.crma.2008.03.026

Author's affiliations:

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/

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Cited by

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