Strong approximation and a central limit theorem for St. Petersburg sums

DOI10.1016/j.spa.2018.12.003zbMath1448.60043OpenAlexW2905621717MaRDI QIDQ2010488

István Berkes

Publication date: 27 November 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://openlib.tugraz.at/592fd72f8bb4f

zbMATH Keywords

central limit theoremstrong approximationsemistable processSt. Petersburg sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Limit theorems for wobbly interval intermittent maps

Cites Work

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• The accuracy of merging approximation in generalized St. Petersburg games
• Almost sure and weak invariance principles for random variables attracted by a stable law
• Convergence to a stable distribution via order statistics
• A weak invariance principle with applications to domains of attraction
• Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Almost sure invariance principles when EX 1 2 =?
• Strong approximation of the St. Petersburg game
• Note on the Law of Large Numbers and "Fair" Games

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