An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game

DOI10.1023/B:JOTP.0000040299.15416.0CzbMATH Open1064.60037MaRDI QIDQ702408FDOQ702408

Authors: Allan Gut 

Publication date: 17 January 2005

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

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zbMATH Keywords

regular variationslow variationFeller weak law of large numberssums of independent identically distributed random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (36)

• Weak laws of large numbers for weighted independent random variables with infinite mean
• Limit theorems for a generalized St Petersburg game
• Weak invariance principle in some Besov spaces for stationary martingale differences
• A characterization of \(p\)-uniformly smooth Banach spaces and weak laws of large numbers for \(d\)-dimensional adapted arrays
• On a weak law of large numbers with regularly varying normalizing sequences
• An asymmetric St. Petersburg game with trimming
• Sharp sufficient conditions for mean convergence of the maximal partial sums of dependent random variables with general norming sequences
• A conditional version of the extended Kolmogorov-Feller weak law of large numbers
• An extension of the weak law of large numbers for exchangeable sequences
• Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers
• The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
• Limit theorems for a generalized Feller game
• Some remarks on the generalized St. Petersburg games and formal Laurent series expansions
• A note on the weak law of large numbers of Kolmogorov and Feller
• On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces
• On limit theorems for continued fractions
• A lower bound for the tail probability of partial maxima of dependent random variables and applications
• Mean convergence and weak laws of large numbers for multidimensional arrays of random elements
• Almost sure limit theorems for the St. Petersburg game
• A note on the weak law of large numbers for weighted negatively superadditive dependent random variables
• Laws of large numbers for cooperative St. Petersburg gamblers
• Weak law of large numbers without any restriction on the dependence structure of random variables
• The Limiting Distribution of the St. Petersburg Game
• Weak laws of large numbers for nonnegative independent random variables without finite means
• On a new law of large numbers
• Weak laws of large numbers for maximal weighted sums of random variables
• On convergence rate in the weak law of large numbers for FGM random sequences
• An exact weak law of large numbers
• On weak laws of large numbers for maximal partial sums of pairwise independent random variables
• Large gains in the St. Petersburg game
• A correction to ``Large games and the law of large numbers
• A generalization of weak law of large numbers
• Marcinkiewicz laws with infinite moments
• On the Jajte weak law of large numbers for exchangeable random variables
• Weak law of large numbers for I.I.D. fuzzy random variables
• A gambler that bets forever and the strong law of large numbers

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