DIMENSION RESULTS RELATED TO THE ST. PETERSBURG GAME
Abstract: Let be the total gain in repeated St. Petersburg games. It is known that
converges in distribution along certain geometrically increasing
subsequences and its possible limiting random variables can be parametrized as with
. 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.
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.