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We consider the following game. A deck with $m$ copies of each of $n$ distinct cards is shuffled in a perfectly random way. The Guesser sequentially guesses the card from top to bottom. After each guess, the Guesser is informed whether the…

Probability · Mathematics 2022-12-19 Zipei Nie

We consider the problem of rational uncertainty about unproven mathematical statements, remarked on by G\"odel and others. Using Bayesian-inspired arguments we build a normative model of fair bets under deductive uncertainty which draws…

Artificial Intelligence · Computer Science 2019-12-17 Andrew MacFie

We suggest that one individual holds multiple degrees of belief about an outcome, given the evidence. We then investigate the implications of such noisy probabilities for a buyer and a seller of binary options and find the odds agreed upon…

Theoretical Economics · Economics 2018-12-03 Ulrik W. Nash

The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…

Data Structures and Algorithms · Computer Science 2018-12-31 Jack Wang

It is shown that an equiprobability hypothesis leads to a scenario in which it is possible to predict the outcome of a single toss of a fair coin with a success probability greater than 50%. We discuss whether this hypothesis might be…

Other Statistics · Statistics 2017-10-04 James Stein , Leonard M. Wapner

In this expository note, we give a simple proof that a gambler repeating a game with positive expected value never goes broke with a positive probability. This does not immediately follow from the strong law of large numbers or other basic…

Probability · Mathematics 2021-05-11 Calvin Wooyoung Chin

Iterated admissibility is a well-known and important concept in classical game theory, e.g. to determine rational behaviors in multi-player matrix games. As recently shown by Berwanger, this concept can be soundly extended to infinite games…

Computer Science and Game Theory · Computer Science 2014-01-24 Romain Brenguier , Jean-François Raskin , Mathieu Sassolas

Poker is ideal for testing automated reasoning under uncertainty. It introduces uncertainty both by physical randomization and by incomplete information about opponents hands.Another source OF uncertainty IS the limited information…

Artificial Intelligence · Computer Science 2013-01-30 Kevin B. Korb , Ann Nicholson , Nathalie Jitnah

We construct games of chance from simpler games of chance. We show that it may happen that the simpler games of chance are fair or unfavourable to a player andyet the new combined game is favourable -- this is a counter-intuitive…

Probability · Mathematics 2007-05-23 E. S. Key , M. Klosek , D. Abbott

A gambler with an initial fortune $x$ starts by betting a dollar, then doubles the bet after every win and halves the bet after every loss. Let $p\in (0,1)$ be the probability of winning for each round. We show that the gambler survives…

Probability · Mathematics 2025-12-12 Aditya Guha Roy , Yuval Peres , Shuo Qin , Junchi Zuo

What would you do if you were invited to play a game where you were given \$25 and allowed to place bets for 30 minutes on a coin that you were told was biased to come up heads 60% of the time? This is exactly what we did, gathering 61…

General Finance · Quantitative Finance 2017-01-06 Victor Haghani , Richard Dewey

While wealth distribution in the world is highly skewed and heavy-tailed, human talent - as the majority of individual features - is normally distributed. In a recent computational study by Pluchino et al [Talent vs luck: The role of…

Physics and Society · Physics 2020-06-16 Damien Challet , Alessandro Pluchino , Alessio Emanuele Biondo , Andrea Rapisarda

Consider a game consisting of independent turns with even money payoffs in which the player wins with a fixed probability $p \geq 1/3$ and loses with probability $1 - p$. The Labouchere system is a betting strategy which entails keeping a…

Probability · Mathematics 2018-08-29 Nina Zubrilina

We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

Wagering mechanisms are one-shot betting mechanisms that elicit agents' predictions of an event. For deterministic wagering mechanisms, an existing impossibility result has shown incompatibility of some desirable theoretical properties. In…

Computer Science and Game Theory · Computer Science 2022-03-31 Yiling Chen , Yang Liu , Juntao Wang

We present a simple model of Texas hold'em poker tournaments which retains the two main aspects of the game: i. the minimal bet grows exponentially with time; ii. players have a finite probability to bet all their money. The distribution of…

Physics and Society · Physics 2007-09-10 Clément Sire

Toral (2002) considered an ensemble of N\geq2 players. In game B a player is randomly selected to play Parrondo's original capital-dependent game. In game A' two players are randomly selected without replacement, and the first transfers one…

Probability · Mathematics 2012-03-19 S. N. Ethier , Jiyeon Lee

Composition theory can be used to analyze and enumerate the number of ways a dealer in Blackjack can reach any given point total. The rules of Blackjack provide several restrictions on the number of compositions of a given number. While…

Combinatorics · Mathematics 2014-04-01 Jonathan Marino , David G. Taylor

In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…

Data Structures and Algorithms · Computer Science 2007-05-23 Ming-Yang Kao , Stephen R. Tate

It is known that repeated gambling over the outcomes of independent and identically distributed (i.i.d.) random variables gives rise to alternate operational meaning of entropies in the classical case in terms of the doubling rates. We give…

Quantum Physics · Physics 2013-07-18 Naresh Sharma
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