A note on the asymptotics of the maxima for the St. Petersburg game

DOI10.1016/j.spl.2017.06.010zbMath1386.60092OpenAlexW2635683412MaRDI QIDQ1687228

Toshio Nakata

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.06.010

zbMATH Keywords

Fréchet distributionSt. Petersburg gamemaximum of i.i.d. random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites Work

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• A maxtrimmed St. Petersburg game
• Large gains in the St. Petersburg game
• Extremes and related properties of random sequences and processes
• Maxima of Poisson-like variables and related triangular arrays
• Asymptotics of maxima of discrete random variables
• Almost sure limit theorems for the St. Petersburg game
• Limit distributions of generalized St. Petersburg games
• A limit theorem which clarifies the ‘Petersburg Paradox'