The maximum average gain in a sequence of Bernoulli games

DOI10.1080/00029890.2008.11920608MaRDI QIDQ3563785zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1244320
• A necessary condition for making money from fair games
• On asymptotics of the maximal gain without losses.
• Finite sequences of St. Petersburg games: inferences from a simulation study
• Large gains in the St. Petersburg game

Cited in

(3)

• scientific article; zbMATH DE number 3000048 (Why is no real title available?)
• Strong laws for the maximal gain over increasing runs
• On a simple sequential decision problem

This page was built for publication: The maximum average gain in a sequence of Bernoulli games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3563785)