具有截断的超重尾随机变量的极限定理:在超级彼得斯堡对策中的应用

IF 0.1 Q4 MATHEMATICS

Bulletin of the Institute of Mathematics Academia Sinica New Series Pub Date : 2020-06-01 DOI:10.21915/bimas.2020202

Toshio Nakata

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引用次数: 2

摘要

在超级彼得斯堡博弈的激励下，我们考虑了尾巴变化缓慢的超重尾独立同分布(iid)随机变量。本文分别探讨了一类具有两种截断类型的超重尾随机变量的强大数定律和中心极限定理。我们将结果应用于logPareto分布和super-Petersburg分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Limit Theorems for Super-heavy Tailed Random Variables with Truncation: Application to the Super-petersburg Game

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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来源期刊

Bulletin of the Institute of Mathematics Academia Sinica New Series MATHEMATICS-

自引率

50.00%

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