Winning “Big” in the St. Petersburg Game
-
Published:2022-06
Issue:5-6
Volume:111
Page:754-758
-
ISSN:0001-4346
-
Container-title:Mathematical Notes
-
language:en
-
Short-container-title:Math Notes
Publisher
Pleiades Publishing Ltd
Subject
General Mathematics
Reference9 articles.
1. W. Feller, “Note on the law of large numbers and “fair” games,” Ann. Math. Statistics 16 (3), 301–304 (1945).
2. Y. S. Chow and H. Robbins, “On sums of independent random variables with infinite moments and “fair” games,” Proc. Nat. Acad. Sci. U. S. A. 47 (3), 330–335 (1961).
3. A. Adler, “Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean,” J. Theoret. Prob. 3 (4), 587–597 (1990).
4. S. Csörgő and G. Simons, “A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games,” Statist. Probab. Lett. 26 (1), 65–73 (1996).
5. I. Vardi, “The St. Petersburg game and continued fractions,” C. R. Acad. Sci. Paris Sér. I Math. 324 (8), 913–918 (1997).