Limit theorems for a generalized St Petersburg game
DOI10.1239/JAP/1285335407zbMATH Open1207.60017OpenAlexW2026754422MaRDI QIDQ4933197FDOQ4933197
Authors: 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
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regular variationlaw of large numbersextremesSt. Petersburg gamestable lawssums of i.i.d. random variables
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)
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Cited In (32)
- A remark on asymptotics of stationary distribution of automata in Guhr's game
- A note on the asymptotics of the maxima for the St. Petersburg game
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- Finite sequences of St. Petersburg games: inferences from a simulation study
- An asymmetric St. Petersburg game with trimming
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- The accuracy of merging approximation in generalized St. Petersburg games
- On the rate of convergence of the St. Petersburg game
- Dimension results related to the St. Petersburg game
- On limit behaviours for Feller's unfair-fair-game and its related model
- Limit distributions of generalized St. Petersburg games
- An analysis of two modifications of the Petersburg game
- Limit theorems for a generalized Feller game
- Weak laws of large numbers for weighted coordinatewise pairwise NQD random vectors in Hilbert spaces
- Exact strong laws for simultaneous St. Petersburg games
- On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces
- Limit theorems for nonnegative independent random variables with truncation
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- Almost sure limit theorems for the St. Petersburg game
- Large deviations for super-heavy tailed random walks
- Laws of large numbers for cooperative St. Petersburg gamblers
- Generalized \(n\)-Paul paradox
- A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
- The Limiting Distribution of the St. Petersburg Game
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- On a new law of large numbers
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- Strong approximation of the St. Petersburg game
- Limit behaviors for a \(\beta \)-mixing sequence in the St. Petersburg game
- An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
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