The accuracy of merging approximation in generalized St. Petersburg games

DOI10.1007/s10959-009-0247-1zbMath1219.60026arXiv0710.1438OpenAlexW2105823331MaRDI QIDQ633132

Gyula Pap

Publication date: 31 March 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.1438

zbMATH Keywords

merging asymptotic expansionssemistable distribution functionsSt. Petersburg games

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items

Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum ⋮ Strong approximation and a central limit theorem for St. Petersburg sums ⋮ Merging asymptotic expansions for semistable random variables ⋮ Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games ⋮ Limit distributions of generalized St. Petersburg games

Cites Work

• Fourier analysis of semistable distributions
• Merging asymptotic expansions for semistable random variables
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Fast rates of convergence in the central limit theorem
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