The maximum average gain in a sequence of Bernoulli games

DOI10.1080/00029890.2008.11920608zbMATH Open1187.91032OpenAlexW2401589471MaRDI QIDQ3563785FDOQ3563785

Authors: Wolfgang Stadje 

Publication date: 1 June 2010

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00029890.2008.11920608

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Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic games; gambling (91A60)

Cited In (3)

• Title not available (Why is that?)
• Strong laws for the maximal gain over increasing runs
• On a simple sequential decision problem

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