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JOURNALS // Matematicheskie Zametki // Archive
Mat. Zametki, 2022 Volume 111, Issue 5, Pages 746–751 (Mi mzm12985)
Winning “Big” in the St. Petersburg Game

G. Stoica

University of New Brunswick

Abstract: We present a self-contained and easy to follow proof for the value of the probability of large gains of a player in the celebrated St. Petersburg game.

Keywords: St. Petersburg game, large deviations.

UDC: 519

Received: 22.12.2020

DOI: 10.4213/mzm12985


 English version: Mathematical Notes, 2022, 111:5, 754–758

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© Steklov Math. Inst. of RAS, 2024