Large gains in the St. Petersburg game

DOI10.1016/J.CRMA.2008.03.026zbMath1152.60033OpenAlexW2076582541MaRDI QIDQ927117

Gheorghe Stoica

Publication date: 22 May 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2008.03.026

Mathematics Subject Classification ID

Combinatorial probability (60C05) Limit theorems in probability theory (60F99) Probabilistic games; gambling (91A60)

Related Items (7)

Winning ``Big in the St. Petersburg game ⋮ A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables ⋮ A note on the asymptotics of the maxima for the St. Petersburg game ⋮ Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence ⋮ Large deviations for super-heavy tailed random walks ⋮ Limit Theorems for a Generalized Feller Game ⋮ Limit Theorems for a Generalized ST Petersburg Game

Cites Work

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• Large deviations view points for heavy-tailed random walks
• An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• A note on logarithmic tail asymptotics and mixing
• 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
• A limit theorem which clarifies the ‘Petersburg Paradox'
• The St. Petersburg game and continued fractions
• The so-called Petersburg paradox
• Note on the Law of Large Numbers and "Fair" Games

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