Code I wrote for this video: [ Ссылка ]
Great ergodicity economics blog post by Jason Collins: [ Ссылка ]
Related article:
Myers, J. K. (2021). Multiplicative Gains, Non-ergodic Utility, and the Just One More Paradox (with Supplemental Information). [ Ссылка ]
Another nice video about the Kelly criterion: [ Ссылка ]
