The accuracy of merging approximation in generalized St. Petersburg games

DOI10.1007/s10959-009-0247-1zbMath1219.60026arXiv0710.1438OpenAlexW2105823331MaRDI QIDQ633132

Gyula Pap

Publication date: 31 March 2011

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

Full work available at URL: https://arxiv.org/abs/0710.1438

zbMATH Keywords

merging asymptotic expansionssemistable distribution functionsSt. Petersburg games

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items

Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum, Strong approximation and a central limit theorem for St. Petersburg sums, Merging asymptotic expansions for semistable random variables, Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games, Limit distributions of generalized St. Petersburg games

Cites Work

• Fourier analysis of semistable distributions
• Merging asymptotic expansions for semistable random variables
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Fast rates of convergence in the central limit theorem
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