Winning ``Big'' in the St.~Petersburg Game
Matematičeskie zametki, Tome 111 (2022) no. 5, pp. 746-751
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
@article{MZM_2022_111_5_a7,
author = {G. Stoica},
title = {Winning {``Big''} in the {St.~Petersburg} {Game}},
journal = {Matemati\v{c}eskie zametki},
pages = {746--751},
publisher = {mathdoc},
volume = {111},
number = {5},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2022_111_5_a7/}
}
G. Stoica. Winning ``Big'' in the St.~Petersburg Game. Matematičeskie zametki, Tome 111 (2022) no. 5, pp. 746-751. http://geodesic.mathdoc.fr/item/MZM_2022_111_5_a7/