Strong approximation of the St. Petersburg game
نویسندگان
چکیده
منابع مشابه
On the rate of convergence of the St. Petersburg game
We investigate the repeated and sequential portfolio St.Petersburg games. For the repeated St.Petersburg game, we show an upper bound on the tail distribution, which implies a strong law for a truncation. Moreover, we consider the problem of limit distribution. For the sequential portfolio St.Petersburg game, we obtain tight asymptotic results for the growth rate of the game.
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ژورنال
عنوان ژورنال: Statistics
سال: 2017
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2016.1269476