A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games

DOI10.1016/0167-7152(94)00253-3zbMath0859.60030OpenAlexW1541271516MaRDI QIDQ1914283

Gordon Simons, Sándor Csörgö

Publication date: 31 July 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00253-3

zbMATH Keywords

almost sure asymptotic stabilitygeneralized St. Petersburg gameslightly trimmed sums of order statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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A phase transition in random coin tossing, On the extremal theory of continued fractions, A maxtrimmed St. Petersburg game, ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS, Winning ``Big in the St. Petersburg game, Pooling strategies for St. Petersburg gamblers, St. Petersburg games with the largest gains withheld, Generalized \(n\)-Paul paradox, Cluster sets of self-normalized sums, Tail probabilities of St. Petersburg sums, trimmed sums, and their limit, On the rate of convergence of the St. Petersburg game, Large gains in the St. Petersburg game, The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences, Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean, Limit Theorems for a Generalized ST Petersburg Game, An asymmetric St. Petersburg game with trimming, St. Petersburg Portfolio Games, Extreme-trimmed St. Petersburg games, Limit theorems for nonnegative independent random variables with truncation

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