Limit Theorems for the Petersburg Game

  • SANDOR CSORGO
  • Published 2008

Abstract

We determine all possible subsequences {ndk'::l of the positive integers for which the suitably centered and normalized total gain Snk in nk Petersburg games has an asymptotic distribution as k 00, and identify the corresponding set of limiting distributions. We also solve all the companion problems for lightly, moderately, and heavily trimmed versions of… (More)

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.