Tail probabilities of St. Petersburg sums, trimmed sums, and their limit

István Berkes, László Györfi, Péter Kevei

We provide exact asymptotics for the tail probabilities $\mathbb{P}\{S_{n,r}>x\}$ as $x\to \infty$, for fix $n$, where $S_{n,r}$ is the $r$-trimmed partial sum of i.i.d. St. Pe…