Limit distributions of generalized St. Petersburg games
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Publication:2339568
DOI10.1016/j.spl.2014.10.010zbMath1351.60018MaRDI QIDQ2339568
Publication date: 1 April 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.10.010
60E07: Infinitely divisible distributions; stable distributions
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks
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Cites Work
- The accuracy of merging approximation in generalized St. Petersburg games
- On the rate of convergence of the St. Petersburg game
- Mellin transforms and asymptotics: Harmonic sums
- On asymptotic proximity of distributions
- Limit theorems for nonnegative independent random variables with truncation
- A limit theorem which clarifies the ‘Petersburg Paradox'
- The Limiting Distribution of the St. Petersburg Game
- Limit Theorems for a Generalized Feller Game
- Probability: A Graduate Course
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