By using the approach of Laplace transform, the strong deviation theorems for gambling system of Bernoulli trial sequence are extended to the case of the non-negative continuous random variables. Moreover, the stochastic selection system is viewed as the stakes of every trials. Finally, we obtain the limit
estimation of ratio between accumulated gain and accumulated stakes, as well as some important conclusions for fairness.
WANG Xuewu.
FAIRNESS PRINCIPLE ON CONTINUOUS VALUED GAMBLING SYSTEMS. Journal of Systems Science and Mathematical Sciences, 2013, 33(3): 276-284 https://doi.org/10.12341/jssms12060