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Let Sn, n≥1, describe the successive sums of the payoffs in the classical St. Petersburg game. Feller’s famous weak law, Feller (1945), states that Snnlog2n→p1 as n→∞. However, almost sure convergence fails, more precisely, lim supn→∞Snnlog2n=+∞ a.s. and lim...
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