An outstanding representative of St. Petersburg historical school Yuriy Georgievich Alekseev
نویسندگان
چکیده
منابع مشابه
Winter School 2003, St. Petersburg The Least Common Ancestor Problem
The Least Common Ancestor Problem can be used to solve many other algorithmic problems on trees. It is shown that an efficient and simple solution is possible.
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We investigate the performance of the constantly rebalanced portfolios, when the random vectors of the market process {Xi} are independent, and each of them distributed as (X,X, . . . ,X, 1), d ≥ 1, where X,X, . . . ,X are nonnegative iid random variables. Under general conditions we show that the optimal strategy is the uniform: (1/d, . . . , 1/d, 0), at least for d large enough. In case of St...
متن کاملThe St. Petersburg Paradox
The classical St. Petersburg Paradox is discussed in terms of doubling strategies. It is claimed that what was originally thought of as a \paradox" can hardly be considered as very surprising today, but viewed in terms of doubling strategies, we get some results that look paradoxical, at least to the practically oriented investor.
متن کاملAn Empirical Approach to the St. Petersburg Paradox
Probability is well known for its counter-intuitive ideas and results. During a recent History of Mathematics class, the first author of this note asked his students, including the second author, to read about one such idea commonly called the St. Petersburg Paradox. In this problem, a gambler is to play the following game against the house: Game 1. A gambler flips a fair, 2-sided coin. If she ...
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The Saint Petersburg Paradox is a well known illustration ofhow the psychology of risk and reward can diverge from the underlying mathematics. In the standard game a fair coin is tossed repeatedly until the first head occurs. The payoff is $1 ifthe game terminates in one flip, $2 ifin two flips, $4 if in three, and so on, doubling the payoff for each additional flip required to obtain the first...
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ژورنال
عنوان ژورنال: Vestnik of Saint Petersburg University. History
سال: 2017
ISSN: 1812-9323,2541-9390
DOI: 10.21638/11701/spbu02.2017.414