On convergence of randomly indexed sequences; a counterexample based on the St.~Petersburg game

DOI10.1016/J.SPL.2014.01.011zbMATH Open1297.60013OpenAlexW1978642152WikidataQ124852169 ScholiaQ124852169MaRDI QIDQ2452880FDOQ2452880

Authors: Allan Gut 

Publication date: 5 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.011

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zbMATH Keywords

sums of i.i.d. random variablesrandom indexSt.~Petersburg game

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Note on the Law of Large Numbers and "Fair" Games
• Probability: a graduate course
• Stopped Random Walks

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