A NECESSARY CONDITION FOR MAKING MONEY FROM FAIR GAMES
成果类型：
Article
署名作者：
KESTEN, H; LAWLER, GF
署名单位：
Duke University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989809
发表日期：
1992
页码：
855-882
关键词：
摘要：
Let X1, X2, ... be independent random variables such that X(j) has distribution F(sigma(j)), where sigma(j) = 1 or 2, and the distributions F(i) have mean 0. Assume that F(i) has a finite q(i)th moment for some 1 < q(i) < 2. Let S(n) = SIGMA-j=1(n)X(j). We show that if q1 + q2 > 3, then lim sup P{S(n) > 0} > 0 and lim sup P{S(n) < 0} > 0 for each sequence {sigma(j)} of ones and twos.