Probability Theory
Large gains in the St. Petersburg game
Comptes Rendus. Mathématique, Volume 346 (2008) no. 9-10, pp. 563-566.

We consider the accumulated gains of geometric size in the St. Petersburg game and study the logarithmic tail asymptotics of their distribution.

Nous considérons des gains de taille géométrique accumulés dans le jeu de Saint Pétersbourg et étudions le comportement asymptotique de la queue de leur distribution.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2008.03.026
Stoica, George 1

1 Department of Mathematical Sciences, University of New Brunswick, Saint John NB, E2L 4L5, Canada
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Stoica, George. Large gains in the St. Petersburg game. Comptes Rendus. Mathématique, Volume 346 (2008) no. 9-10, pp. 563-566. doi : 10.1016/j.crma.2008.03.026. http://www.numdam.org/articles/10.1016/j.crma.2008.03.026/

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