On the rate of convergence of the St. Petersburg game
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Publication:653797
DOI10.1007/S10998-011-5013-3zbMATH Open1240.60011DBLPjournals/pmh/GyorfiK11OpenAlexW2075366369WikidataQ64023163 ScholiaQ64023163MaRDI QIDQ653797FDOQ653797
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
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Cites Work
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- A limit theorem which clarifies the ‘Petersburg Paradox'
- Merging to Semistable Laws
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- Exposition of a New Theory on the Measurement of Risk
- 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
- Note on the Law of Large Numbers and "Fair" Games
- Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
- Title not available (Why is that?)
- Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
- St. Petersburg portfolio games
Cited In (16)
- St. Petersburg portfolio games
- Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
- On Overwhelming Numerical Evidence in the Settling of Kinney’s Waiting-Time Conjecture
- Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
- Limit distributions of generalized St. Petersburg games
- A necessary condition for making money from fair games
- Limit theorems for nonnegative independent random variables with truncation
- Almost sure limit theorems for the St. Petersburg game
- Twins of \(k\)-free numbers and their exponential sum
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
- The Limiting Distribution of the St. Petersburg Game
- Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type
- Large gains in the St. Petersburg game
- Strong approximation of the St. Petersburg game
- Title not available (Why is that?)
- Concentration of capital: The product form of the law of large numbers in \(L_1\)
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