Pooling strategies for St. Petersburg gamblers

DOI10.3150/bj/1165269147zbMath1130.91018OpenAlexW2090367249MaRDI QIDQ2642800

Gordon Simons, Sándor Csörgö

Publication date: 5 September 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1165269147

zbMATH Keywords

asymptotic distributionsadded value

Mathematics Subject Classification ID

Stochastic processes (60G99) Probabilistic games; gambling (91A60)

Related Items (7)

Merging of linear combinations to semistable laws ⋮ Generalized \(n\)-Paul paradox ⋮ Matrix normalised stochastic compactness for a Lévy process at zero ⋮ Marcinkiewicz laws with infinite moments ⋮ A note on asymptotics of linear combinations of IID random variables ⋮ Weak laws of large numbers for cooperative gamblers ⋮ Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games

Cites Work

• On the St. Petersburg paradox
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Note on the Law of Large Numbers and "Fair" Games
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