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The St. Petersburg paradox: an experimental solution

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Publication:1619087
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DOI10.1016/J.PHYSA.2015.10.045zbMath1400.91117OpenAlexW2176745621MaRDI QIDQ1619087

Sergio Da Silva, Raul Matsushita

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/68075/1/MPRA_paper_68075.pdf


zbMATH Keywords

power lawsSt. Petersburg paradox\(\alpha\)-stable distributionsCauchy flight


Mathematics Subject Classification ID

Utility theory (91B16) Probabilistic games; gambling (91A60)


Related Items (1)

The median-based resolution of the St. Petersburg paradox




Cites Work

  • Tunneling resistivity of a one-dimensional random lattice and the Petersburg problem
  • Introduction to Econophysics
  • Exposition of a New Theory on the Measurement of Risk
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