Is martin so bad? Or do you have to know how to cook it? - page 49
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OK )) go back to your juice. At least give Reshetov his phone bill )) as a thank you.
Thank you, Andrei))
What number to throw?
What number should I call?
What's the number without the phone?
OK )) go back to your juice. At least give Reshetov some money for his phone )) as a thank you.
You promoted the idea of encouraging the man, I don't mind, I just thought you were the mastermind behind this proof, just deep down hiding it, proof for yourself personally.
Ok, no gundering and with a cool head.
If you read the article carefully, at least its statement, you will realise that it has nothing to do with martin in the market. i.e. at all.
I really like puzzles and paradoxes in particular. So I am used to delving in and figuring things out if something contradicts my beliefs, if only because tearing up patterns is useful.
The paradox described above, as usual, describes a specific situation that has nothing to do with the market, so it is not proof of the effectiveness of martin.
The only thing that should govern the lot size is acceptable risk and probability of events.
I'll try not to bother your company again.
If you think this article is proof, you can thank Reshetov.
If Reshetov had proved it, I knew it even before Bernoulli).
Many of the few know it, but no one has been able to prove it mathematically in this thread for over a year.
I've done a lot of digging on this subject, apparently in the wrong place. I haven't gone to wikipedia on this subject, unfortunately.
If Reshetov had proved it, I knew it even before Bernoulli).
OK, no gundering and with a cool head.
If you read the article carefully, at least its statement, you will realise that it has nothing to do with martin in the market. i.e. at all.
I am very fond of puzzles and paradoxes in particular. So I'm used to delving in and figuring things out if something contradicts my beliefs, if only because it's useful to break patterns.
The paradox described above, as usual, describes a specific situation that has nothing to do with the market, so it is not proof of the effectiveness of martin.
The only thing that should govern the lot size is acceptable risk and probability of events.
I will try not to bother your company again.
If you think this article is proof, you can thank Reshetov.
Why is this situation irrelevant? The situation is general. And if you're looking at the probability of events, with a certain risk, and you've calculated that probability, why not?
If the probability of such a desired for the first player reversal is less than r>1 times: it decreases the probability of his terminal ruin due to the increasing probability of jumping out of the corridor in the point . This solution seems paradoxical because the impression is that in an unfavorable situation one should lower the stake and decrease the loss, but in reality with infinite number of games and low stake the losing player will definitely end up with zero, while the player with high stake will lose in the end.
I can't do it without you, sorry.
You are the engine of construction in this thread.))
All the evidence has long since been made.
Albert Shiryaev (born on October 12, 1934 in Shchelkovo, Moscow Oblast) is a Soviet and Russian mathematician, a member of the Russian Academy of Sciences[1] and the head of the Department of Probability Theory at the Faculty of Mechanics and Mathematics of Moscow State University.Full member of the European Academy of Sciences( 1990); President of the Russian Society of Actuaries (1994); Vice-President of International Society of Financial Mathematics (1996); Honorary Member of British Royal Statistical Society (1985); Member of International Statistical Institute, Institute of Mathematical Statistics (USA), IMO; President of Bernoulli society of Probability Theory and Mathematical Statistics (1987-1989); President of Bernoulli society (1989-1991); Editorial Board member of journals "Progress in Mathematical Sciences", "Theory of Probability He is the author of fundamental works in the field of nonlinear spectral theory of stationary processes, problems of fastest detection of random targets, statistical sequential analysis, nonlinear filtering, stochastic calculus of random processes and martingale theory, and is credited with development of Russian financial mathematics research.
He was named Person of the Year by the American Biographical Institute in 1994.
Emeritus Professor at Lomonosov Moscow State University (2003).
In the annals :)
Everyone there, leave only the moderators.)) Angry means wrong).