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Limit theorems for a generalized Feller game

✍ Scribed by Matsumoto, Keisuke; Nakata, Toshio


Book ID
121670763
Publisher
Applied Probability Trust
Year
2013
Tongue
English
Weight
141 KB
Volume
50
Category
Article
ISSN
0021-9002

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Almost sure limit theorems for the St. P
✍ IstvΓ‘n Berkes; Endre CsΓ‘ki; SΓ‘ndor CsΓΆrgΕ‘ πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 100 KB

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.