Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum

DOI10.3150/14-BEJ685zbMath1336.60042arXiv1308.0521WikidataQ64023149 ScholiaQ64023149MaRDI QIDQ265287

Péter Kevei, László Györfi, Gábor Fukker

Publication date: 1 April 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.0521

zbMATH Keywords

maximumlimit distributionconditional limit theoremgeneralized St. Petersburg summerging theoremsemistable law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

Tail probabilities of St. Petersburg sums, trimmed sums, and their limit ⋮ On distributionally robust extreme value analysis ⋮ Large deviations of sums mainly due to just one summand for super-heavy tailed distributions ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes

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