The accuracy of merging approximation in generalized St. Petersburg games

Gyula, Pap [Pap, Gyula (Sztochasztika), szerző] Bolyai Intézet (Matematikai Tanszékcsoport) (SZTE / TTIK)

Angol nyelvű Tudományos Szakcikk (Folyóiratcikk)
  • SJR Scopus - Mathematics (miscellaneous): Q2
Azonosítók
Szakterületek:
    Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games, extending the short expansions due to Csörgő (Acta Sci. Math. (Szeged) 73:297–331, 2007). 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. The length of the expansion depends upon the tail parameter. Both uniform and nonuniform bounds are presented.
    Hivatkozás stílusok: IEEEACMAPAChicagoHarvardCSLMásolásNyomtatás
    2020-09-19 10:27