2020 / June Volume 15 No.2
Limit Theorems for Super-heavy Tailed Random Variables with Truncation: Application to the Super-petersburg Game
| Published Date |
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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| Download | |
| 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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