Limit Theorems for a Generalized ST Petersburg Game

DOI10.1239/jap/1285335407zbMath1207.60017OpenAlexW2026754422MaRDI QIDQ4933197

Allan Gut

Publication date: 12 October 2010

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

Full work available at URL: https://doi.org/10.1239/jap/1285335407

zbMATH Keywords

regular variationlaw of large numbersstable lawsextremesSt. Petersburg gamesums of i.i.d. random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items (7)

Unnamed Item ⋮ A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables ⋮ 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 Theorems for a Generalized Feller Game ⋮ An asymmetric St. Petersburg game with trimming ⋮ Limit theorems for nonnegative independent random variables with truncation

Cites Work

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• 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 strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Note on the Law of Large Numbers and "Fair" Games
• Probability: A Graduate Course

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