Limit behaviors for a β -mixing sequence in the St. Petersburg game

• Yu Miao ^[1] ; Qing Yin ^[1] ; Zhen Wang ^[1]
  1. [1] Henan Normal University

     Henan Normal University

     China

     
• Localización: Revista de la Unión Matemática Argentina, ISSN 0041-6932, ISSN-e 1669-9637, Vol. 67, Nº. 1, 2024, págs. 161-171
• Idioma: inglés
• Enlaces
  • Texto completo
• Resumen

  • We consider a sequence of non-negative β-mixing random variables {X,Xn:n≥1} from the classical St. Petersburg game. The accumulated gains Sn=X1+X2+⋯+Xn in the St. Petersburg game are studied, and the large deviations and the weak law of large numbers of Sn are obtained.