Almost sure limit theorems for the St. Petersburg game

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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Year of publication:	1999
Authors:	Berkes, István ; Csáki, Endre ; Csörgo, Sándor
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 45.1999, 1, p. 23-30
Publisher:	Elsevier
Keywords:	St. Petersburg game Asymptotic distributions Almost sure limit theorems

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074611