A note on the asymptotics of the maxima for the St. Petersburg game
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DOI: 10.1016/j.spl.2017.06.010
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References listed on IDEAS
- Nakata, Toshio, 2015. "Limit distributions of generalized St. Petersburg games," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 307-314.
- Berkes, István & Csáki, Endre & Csörgo, Sándor, 1999. "Almost sure limit theorems for the St. Petersburg game," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 23-30, October.
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Keywords
St. Petersburg game; Maximum of i.i.d. random variables; Fréchet distribution;All these keywords.
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