Pooling strategies for St. Petersburg gamblers

DOI10.3150/BJ/1165269147MaRDI QIDQ2642800zbMATH OpenOpenAlexFDO

Authors Gordon Simons, Sándor Csörgő

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)

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Cites work

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• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• A limit theorem which clarifies the ‘Petersburg Paradox'
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• Note on the Law of Large Numbers and "Fair" Games
• On the St. Petersburg paradox

Cited in

(9)

• Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
• Optimal Strategies for Sports Betting Pools
• A note on asymptotics of linear combinations of IID random variables
• Matrix normalised stochastic compactness for a Lévy process at zero
• Merging of linear combinations to semistable laws
• Generalized \(n\)-Paul paradox
• Winning a Pool Is Harder Than You Thought
• Marcinkiewicz laws with infinite moments
• Weak laws of large numbers for cooperative gamblers

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