An asymmetric St. Petersburg game with trimming

DOI10.1017/apr.2018.74zbMath1430.60027OpenAlexW2912929833MaRDI QIDQ5215057

Anders Martin-Löf, Allan Gut

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2018.74

zbMATH Keywords

convergence in distributionconvergence along subsequencesSt. Petersburg gametrimmed sumsums of independent and identically distributed random variablesFeller's weak law of large numbers

Mathematics Subject Classification ID

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

Cites Work

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• Extreme-trimmed St. Petersburg games
• Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
• ON SUMS OF INDEPENDENT RANDOM VARIABLES WITH INFINITE MOMENTS AND „FAIR” GAMES
• A limit theorem which clarifies the ‘Petersburg Paradox'
• Limit Theorems for a Generalized ST Petersburg Game
• Note on the Law of Large Numbers and "Fair" Games
• Probability: A Graduate Course

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