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How to gamble if you must:

inequalities for stochastic processes
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McGraw-Hill, 1965 - 249 pagina's

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Inhoudsopgave

INTRODUCTION
1
FORMULATION OF THE ABSTRACT
7
FINITARY MAPPINGS
14
Copyright

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Veelvoorkomende woorden en zinsdelen

according to Theorem applies Aryeh Dvoretzky binary rational bold strategy Borel measurable Borel sets bounded function Cartesian casino basement casino function casino inequality casinoe maker chapter closed under composition condition conserving stakes continuous conventional convex convex combination COROLLARY countably additive dd(x decreasing defined e-conserves equivalent Eudoxus Example exponential houses fair casino family of optimal family of strategies Finetti finitary finite number finitely additive full house gambler gambler's problem gambling house history h implies incomplete stop rule increases in displacement indicator function inductively integrable infimum initial fortune interest interval least leavable Lebesgue measure Lemma lottery miserly monotonic negative nondecreasing one-point optimal strategies partial history play primitive casino functions Proof Q is excessive real numbers satisfies Section sequence shows solution stationary family stochastic processes stop rule subhouse subset sufficiently Suppose supremum Sw,r terminal theory tion trivial Ua(f uniformly upper bound utility

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JSTOR: How to Gamble If You Must: Inequalities for Stochastic ...
How to Gamble If You Must: Inequalities for Stochastic Processes. Lester E. Dubins and Leonard J. Savage. New York: mcgraw-Hill Book Co., 1965. ...
links.jstor.org/ sici?sici=0162-1459(196606)61%3A314%3C531%3AHTGIYM%3E2.0.CO%3B2-2

Lecture by L. Shepp
University of Miami Department of Mathematics College of Arts and Sciences Larry Shepp Rutgers University Statistics Department ...
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How Best to Flip-Flop if You Must: Integer Dynamic Stochastic ...
Journal of Risk and Uncertainty, 15:183–190 (1997). © 1997 Kluwer Academic Publishers. How Best to Flip-Flop if You Must: Integer Dynamic ...
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Wanna Bet?: On Gambling Strategies That May or May Not Work in a ...
Wanna Bet?: On Gambling Strategies That May or May Not Work in a Casino. Journal article by Cynthia A. Coyle, Chamont Wang; The American Statistician, Vol. ...
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Dubins, le and Savage, lj (1965) How to Gamble if You Must: Inequalities for Stochastic Processes. New York: mcgraw-Hill. ...
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Monotone Risk Aversion
Monotone Risk Aversion. 1. Lars Tyge Nielsen. 2. This Version: October 2003. 1. The views, thoughts and opinions expressed in this paper are those of the ...
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Dubins, Lester E. and Savage, Leonard J. How to Gamble if you Must: Inequalities for Stochastic Processes, mcgraw-Hill, 1965 ...
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Bibliografische gegevens

QR code for How to gamble if you must
TitelHow to gamble if you must: inequalities for stochastic processes
McGraw-Hill series in probability and statistics
AuteursLester E. Dubins, Leonard J. Savage
Editieherdruk
UitgeverMcGraw-Hill, 1965
Oorspronkelijk uitde University of Michigan
Gedigitaliseerd20 nov 2007
Lengte249 pagina's
  
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