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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 34, Fasc. 1,
pages 97 - 117
 

DIMENSION RESULTS RELATED TO THE ST. PETERSBURG GAME

Peter Kern
Lina Wedrich

Abstract: Let S
 n  be the total gain in n repeated St. Petersburg games. It is known that n- 1(S  - nlog n)
     n       2 converges in distribution along certain geometrically increasing subsequences and its possible limiting random variables can be parametrized as Y (t) with t ∈ [1,1]
    2 . We determine the Hausdorff and box-counting dimension of the range and the graph for almost all sample paths of the stochastic process (Y (t))
      t∈[1∕2,1]  . 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.

2000 AMS Mathematics Subject Classification: Primary: 60G17; Secondary: 28A78, 28A80, 60G18, 60G22, 60G52.

Keywords and phrases: St. Petersburg game, semistable process, sample path, semi-selfsimilarity, range, graph, Hausdorff dimension, box-counting dimension, Steinhaus sequence, iterated function system, self-affine set.

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