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Large gains in the St. Petersburg game |
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| Affiliation: | Department of Mathematical Sciences, University of New Brunswick, Saint John NB, E2L 4L5, Canada |
| Abstract: | We consider the accumulated gains of geometric size in the St. Petersburg game and study the logarithmic tail asymptotics of their distribution. To cite this article: G. Stoica, C. R. Acad. Sci. Paris, Ser. I 346 (2008). |
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