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Almost sure limit theorems for the St. Petersburg game

✍ Scribed by István Berkes; Endre Csáki; Sándor Csörgő

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
100 KB
Volume
45
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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