کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151598 1489883 2015 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extreme-trimmed St. Petersburg games
ترجمه فارسی عنوان
بازی های سنت پترزبورگ شدید
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

Let SnSn, n≥1n≥1, describe the successive sums of the payoffs in the classical St. Petersburg game. Feller’s famous weak law, Feller (1945), states that Snnlog2n→p1 as n→∞n→∞. However, almost sure convergence fails, more precisely, lim supn→∞Snnlog2n=+∞ a.s. and lim infn→∞Snnlog2n=1 a.s. as n→∞n→∞. Csörgő and Simons (1996) have shown that almost sure convergence holds for trimmed sums, that is, for Sn−max1≤k≤nXkSn−max1≤k≤nXk and, moreover, that this remains true if the sums are trimmed by an arbitrary fixed number of maximal sums. A predecessor of the present paper was devoted to sums trimmed by the random number of maximal summands. The present paper concerns analogs for the random number of summands equal to the minimum, as well as analogs for joint trimmings.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 96, January 2015, Pages 341–345
نویسندگان
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