Almost sure limit theorems for the St. Petersburg game

István Berkes, Endre Csáki and Sándor Csörgo

Statistics & Probability Letters, 1999, vol. 45, issue 1, 23-30

Abstract: We show that the accumulated gain Sn and the maximal gain Mn in n St. Petersburg games satisfy almost sure limit theorems with nondegenerate limits, even though ordinary asymptotic distributions do not exist for Sn and Mn with any numerical centering and norming sequences.

Keywords: St.; Petersburg; game; Asymptotic; distributions; Almost; sure; limit; theorems (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00037-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:45:y:1999:i:1:p:23-30

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().