The dimension of the St. Petersburg game
Probability
2014-09-11 v1
Abstract
Let be the total gain in repeated St.\ Petersburg games. It is known that converges in distribution to a random element along subsequences of the form with and . We determine the Hausdorff and box-counting dimension of the range and the graph for almost all sample paths of the stochastic process . The results are compared to the fractal dimension of the corresponding limiting objects when gains are given by a deterministic sequence initiated by Hugo Steinhaus.
Keywords
Cite
@article{arxiv.1305.5697,
title = {The dimension of the St. Petersburg game},
author = {Peter Kern and Lina Wedrich},
journal= {arXiv preprint arXiv:1305.5697},
year = {2014}
}