Don,
Please, criticize this linked document. This is my highest achievement(so far) of understanding after 7 years of studying statistics related to BJ, including revolutionary concept of SCORE which was invented by you. But, I am afraid there may be terrible misunderstandings.
Sincerely,
Haven't studied every entry with a fine-tooth comb, but the work looks wonderfully accurate.
Not sure that you sometimes mean to express s.d. as sigma and other times as the letter s, but that is a minor point and perhaps was intentional for some reason that I'm missing.
Don
I used "s" as s.d. per 1 round per 1 unit bet.
and sigma as s.d. per 1 round.
Some time ago, I was very ambitious for studying (modern) probability
theory especially Ito calculus and Doob's Martingale theory, but later I
found I had to understand "Lebesgue measure theory" at starting point of
studying Prob theory which was too tough for me, and then I abandoned.
Thank you.
