Extreme-trimmed St. Petersburg games

DOI10.1016/j.spl.2014.09.006zbMath1351.60033OpenAlexW2051929210MaRDI QIDQ2339575

Allan Gut, Anders Martin-Löf

Publication date: 1 April 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.09.006

zbMATH Keywords

law of large numbersalmost sure convergencetrimmed sumsconvergence along subsequencesSt. Petersburg game

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items

An asymmetric St. Petersburg game with trimming

Cites Work

• Unnamed Item
• Unnamed Item
• A maxtrimmed St. Petersburg game
• Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
• 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
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Note on the Law of Large Numbers and "Fair" Games