An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game

被引：34

作者：

Gut, A ^{[1
]}

机构：

[1] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2004年 / 17卷 / 03期

关键词：

sums of i.i.d. random variables; Feller WLLN; slow variation; regular variation;

D O I：

10.1023/B:JOTP.0000040299.15416.0c

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Kolmogorov-Feller weak law of large numbers for i.i.d. random variables without finite mean is extended to a larger class of distributions, requiring regularly varying normalizing sequences. As an application we show that the weak law of large numbers for the St. Petersburg game is an immediate consequence of our result.

引用

页码：769 / 779

页数：11