Revista de la
Unión Matemática Argentina
Limit behaviors for a $\beta$-mixing sequence in the St. Petersburg game
Yu Miao, Qing Yin, and Zhen Wang

Volume 67, no. 1 (2024), pp. 161–171    

Published online: April 24, 2024

https://doi.org/10.33044/revuma.3364

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Abstract

We consider a sequence of non-negative $\beta$-mixing random variables $\{X,X_n : n\geq1\}$ from the classical St. Petersburg game. The accumulated gains $S_n=X_1+X_2+\cdots+X_n$ in the St. Petersburg game are studied, and the large deviations and the weak law of large numbers of $S_n$ are obtained.

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