Limit Theorems for a Generalized Feller Game

DOI10.1239/jap/1363784424zbMath1274.60070MaRDI QIDQ4918562

Keisuke Matsumoto, Toshio Nakata

Publication date: 25 April 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1363784424

zbMATH Keywords

law of large numbers; stable laws; extremes; simple symmetric random walk; Feller game

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

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Cites Work

• Large deviations view points for heavy-tailed random walks
• An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• Large gains in the St. Petersburg game
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Relative stability and the strong law of large numbers
• Markov Chains
• Probability: A Graduate Course
• Limit Theorems for a Generalized ST Petersburg Game
• Probability
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