Limit Theorems for a Generalized ST Petersburg Game

DOI10.1239/jap/1285335407zbMath1207.60017MaRDI QIDQ4933197

Allan Gut

Publication date: 12 October 2010

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

Full work available at URL: https://doi.org/10.1239/jap/1285335407

zbMATH Keywords

regular variation; law of large numbers; stable laws; extremes; St. Petersburg game; sums of i.i.d. random variables

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

26A12: Rate of growth of functions, orders of infinity, slowly varying functions

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Limit Theorems for a Generalized Feller Game, Unnamed Item, An asymmetric St. Petersburg game with trimming, On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces, Large deviations for super-heavy tailed random walks, Limit theorems for nonnegative independent random variables with truncation, A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables

Cites Work

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