no. 9-10
Probability Theory
Large gains in the St. Petersburg game
[Grands gains dans le jeu de Saint Pétersbourg]

Présenté par : Jean-Pierre Kahane

Stoica, George1
1 Department of Mathematical Sciences, University of New Brunswick, Saint John NB, E2L 4L5, Canada
Comptes Rendus. Mathématique, Tome 346 (2008) no. 9-10, pp. 563-566.

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.

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

Reçu le :
Accepté le :
Publié le :
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, Tome 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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