Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games

DOI10.1007/s10474-008-7193-8zbMath1199.60052OpenAlexW1992656411WikidataQ64023170 ScholiaQ64023170MaRDI QIDQ1046826

Péter Kevei, Sándor Csörgö

Publication date: 29 December 2009

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

Full work available at URL: https://doi.org/10.1007/s10474-008-7193-8

zbMATH Keywords

asymptotic expansionsasymptotic distributionslinear combinationspooling strategiesbest rates of mergecooperative playersgeneralized St. 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) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items

Merging of linear combinations to semistable laws, On the rate of convergence of the St. Petersburg game, A note on asymptotics of linear combinations of IID random variables, Merging asymptotic expansions for semistable random variables

Cites Work

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• The accuracy of merging approximation in generalized St. Petersburg games
• On the asymptotic distribution of sums of independent identically distributed random variables
• Fourier analysis of semistable distributions
• Laws of large numbers for cooperative St. Petersburg gamblers
• Pooling strategies for St. Petersburg gamblers
• Generalized \(n\)-Paul paradox
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Note on the inversion theorem