Merging asymptotic expansions in generalized St. Petersburg games
Merging asymptotic expansions are established for the distribution functions of suitably centered and normed cumulative winnings in a full sequence of generalized St. Petersburg games. These expansions are given in terms of suitably chosen members from the classes of subsequential semistable infinit...
Elmentve itt :
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| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2007
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| Sorozat: | Acta scientiarum mathematicarum
73 No. 1-2 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| Online Access: | http://acta.bibl.u-szeged.hu/16189 |
| Tartalmi kivonat: | Merging asymptotic expansions are established for the distribution functions of suitably centered and normed cumulative winnings in a full sequence of generalized St. Petersburg games. These expansions are given in terms of suitably chosen members from the classes of subsequential semistable infinitely divisible asymptotic distribution functions and certain derivatives of these functions, where the classes themselves are determined by the two parameters of the game. Depending upon the most interesting cases of the tail parameter, which include the classical St. Petersburg game, the expansions yield best possible rates of uniform merge with the selected semistable distribution functions. |
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| Terjedelem/Fizikai jellemzők: | 297-331 |
| ISSN: | 0001-6969 |