Limit Theorems for a Generalized ST Petersburg Game

DOI10.1239/jap/1285335407zbMath1207.60017MaRDI 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 variation; law of large numbers; stable laws; extremes; St. Petersburg game; sums of i.i.d. random variables

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

26A12: Rate of growth of functions, orders of infinity, slowly varying functions

Related Items

Limit Theorems for a Generalized Feller Game, Limit theorems for nonnegative independent random variables with truncation

Cites Work

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