On the rate of convergence of the St. Petersburg game

DOI10.1007/S10998-011-5013-3MaRDI QIDQ653797zbMATH OpenOpenAlexDBLPWikidataFDO

Authors László Györfi, Peter Kevei

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

limit distributiontruncationSt. Petersburg gamesalmost sure propertiesportfolio games

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3179081 (Why is no real title available?)
• scientific article; zbMATH DE number 2098971 (Why is no real title available?)
• scientific article; zbMATH DE number 5210495 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• A limit theorem which clarifies the ‘Petersburg Paradox'
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• Exposition of a New Theory on the Measurement of Risk
• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
• Merging to Semistable Laws
• Note on the Law of Large Numbers and "Fair" Games
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• St. Petersburg portfolio games

Cited in

(19)

• 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
• On convergence of randomly indexed sequences; a counterexample based on the St.~Petersburg game
• 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
• Exact strong laws for the ratio of order statistics from 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
• scientific article; zbMATH DE number 7227216 (Why is no real title available?)
• Concentration of capital: The product form of the law of large numbers in \(L_1\)
• Limit behaviors for a -mixing sequence in the St. Petersburg game

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