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We found one dictionary that defines the word Petersburg paradox:

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  1. Petersburg paradox: Wiktionary

Definitions from Wiktionary (Petersburg paradox)

noun:  Alternative form of St. Petersburg paradox [(economics) The paradox raised by a particular (theoretical) lottery game that leads to a random variable with infinite expected value (i.e. infinite expected payoff) but nevertheless seems to be worth only a very small amount to the participants.]

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