An analysis of two modifications of the Petersburg game

Details An analysis of two modifications of the Petersburg game An analysis of two modifications of the Petersburg game

2007-12-20

arxiv.org/abs/0712.3424v1

Mathematics

Probability

To appear in a Special Volume of Stochastics: An International Journal of Probability and Stochastic Processes (http://www.i

Scientific paper

Two modifications of the Petersburg game are considered: 1. Truncation, so
that the player has a finite capital at his disposal. 2. A cost of borrowing
capital, so that the player has to pay interest on the capital needed. In both
cases limit theorems for the total net gain are derived, so that it is easy to
judge if the game is favourable or not.

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