On the rate of convergence of the St. Petersburg game

DOI10.1007/s10998-011-5013-3zbMath1240.60011WikidataQ64023163 ScholiaQ64023163MaRDI QIDQ653797

Péter Kevei, László Györfi

Publication date: 19 December 2011

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-011-5013-3

zbMATH Keywords

truncation; limit distribution; St. Petersburg games; almost sure properties; portfolio games

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory

60F15: Strong limit theorems

Related Items

Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum, Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean, Limit distributions of generalized St. Petersburg games, Limit theorems for nonnegative independent random variables with truncation, Unnamed Item, Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type

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