St. Petersburg Portfolio Games. - László Györfi; Péter Kevei (ALT, 2009)

A note on asymptotics of linear combinations of iid random variables. - Péter Kevei (Period. Math. Hung., 2010)

On the rate of convergence of the St. Petersburg game. - László Györfi; Péter Kevei (Period. Math. Hung., 2011)

Implicit renewal theory in the arithmetic case. - Péter Kevei (J. Appl. Probab., 2017)

Bahadur-Kiefer representations for time dependent quantile processes. - Péter Kevei; David M. Mason (Period. Math. Hung., 2018)

Branching processes in nearly degenerate varying environment. - Péter Kevei; Kata Kubatovics (J. Appl. Probab., 2024)