Nassim Nicholas Taleb @nntaleb
Nobody noticed it is the Saint Petersburgh problem? Power law, if uncapped, with infinite mean. There is a Feller theorem about time to cross the origin following a Cauchy — PolitiTweet.org
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Tue Aug 04 13:56:33 +0000 2020
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Nassim Nicholas Taleb @nntaleb
Nobody noticed it is the Saint Petersburgh problem? Power law, if uncapped, with infinite mean. There is a Feller theorem about time to cross the origin following a Cauchy — PolitiTweet.org