Limit theorems for a generalized Feller game
From MaRDI portal
Publication:4918562
Recommendations
- Limit theorems for a generalized St Petersburg game
- Limit distributions of generalized St. Petersburg games
- A limit theorem which clarifies the ‘Petersburg Paradox'
- An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
- Almost sure limit theorems for the St. Petersburg game
Cites work
- A limit theorem which clarifies the ‘Petersburg Paradox'
- 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
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 3947305 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 5171518 (Why is no real title available?)
- Large deviations view points for heavy-tailed random walks
- Large gains in the St. Petersburg game
- Limit theorems for a generalized St Petersburg game
- Markov Chains
- Probability and random processes.
- Probability. Theory and examples.
- Probability: A Graduate Course
- Relative stability and the strong law of large numbers
Cited in
(23)- On exact laws of large numbers for Oppenheim expansions with infinite mean
- Limit theorems for dependent random variables with infinite means
- The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
- On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces
- Large deviations for super-heavy tailed random walks
- Limit theorem for the Robin Hood game
- Limit distributions of generalized St. Petersburg games
- Limit theorems for nonnegative independent random variables with truncation
- A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
- scientific article; zbMATH DE number 7227216 (Why is no real title available?)
- scientific article; zbMATH DE number 895956 (Why is no real title available?)
- Limit theorems for a generalized St Petersburg game
- scientific article; zbMATH DE number 1457602 (Why is no real title available?)
- On limit behaviours for Feller's unfair-fair-game and its related model
- Laws of large numbers with infinite mean
- The laws of large numbers for Pareto-type random variables with infinite means
- The Marcinkiewicz laws for weighted sums of heavy-tailed random variables and applications to the value-at-risk estimators and semiparametric regression models
- Large deviations and fairness for a betting game with a constant ratio of capital
- Some results on the concept of stochastic domination with applications to weak laws of large numbers for double arrays of random variables
- Characterisation of equalisation problems via random walks
- An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
- Some limit theorems for weighted negative quadrant dependent random variables with infinite mean
- Weak laws of large numbers for weighted independent random variables with infinite mean
This page was built for publication: Limit theorems for a generalized Feller game
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4918562)