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Resumen de Limit behaviors for a β -mixing sequence in the St. Petersburg game

Yu Miao, Qing Yin, Zhen Wang

  • We consider a sequence of non-negative β-mixing random variables {X,Xn:n≥1} from the classical St. Petersburg game. The accumulated gains Sn=X1+X2+⋯+Xn in the St. Petersburg game are studied, and the large deviations and the weak law of large numbers of Sn are obtained.


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