2020 / June Volume 15 No.2
Limit Theorems for Super-heavy Tailed Random Variables with Truncation: Application to the Super-petersburg Game
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2020 / June
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Title | Limit Theorems for Super-heavy Tailed Random Variables with Truncation: Application to the Super-petersburg Game |
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Pagination | 123-141 |
Abstract | Motivated by the super-Petersburg game, we consider the super-heavy tailed independent and identically distributed (iid) random variables whose tail are characterized by slow variation. This article explores strong laws of large numbers and central limit theorems for a class of super-heavy tailed random variables with two types of truncations, respectively. We apply our results to the logPareto distributions and the super-Petersburg distributions.
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DOI | |
AMS Subject Classification |
60G50, 60F15
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Received |
2020-01-26
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Accepted |
2020-03-11
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