On the rate of convergence of the St. Petersburg game

DOI10.1007/s10998-011-5013-3zbMath1240.60011OpenAlexW2075366369WikidataQ64023163 ScholiaQ64023163MaRDI QIDQ653797

Péter Kevei, László Györfi

Publication date: 19 December 2011

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-011-5013-3

zbMATH Keywords

truncationlimit distributionSt. Petersburg gamesalmost sure propertiesportfolio games

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Strong limit theorems (60F15)

Related Items (6)

Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum ⋮ Unnamed Item ⋮ Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type ⋮ Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean ⋮ Limit distributions of generalized St. Petersburg games ⋮ Limit theorems for nonnegative independent random variables with truncation

Cites Work

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• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• St. Petersburg Portfolio Games
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Merging to Semistable Laws
• Exposition of a New Theory on the Measurement of Risk
• Note on the Law of Large Numbers and "Fair" Games

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