Re: Bankroll Management in Limit Poker and Fractional Brownian Motion
As a practical matter, why don't you just increase your variance to account for higher swings? This is the main remedy or easy out to the applying diffusion models.
After all, it is idle speculation that you increments are not independent, right? And there are dependence factors that might negate each other e.g. table image vs. one's emotional response (or maybe these reinforce each other)
Otoh, as pzhon says, the topic is interesting to us math types.
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