Purification, saturation and the exact law of large numbers (Q447525): Difference between revisions

Building on the exact law of large numbers, the authors prove a general purification theorem on saturated probability spaces, removing the technical restrictions from previous approaches.

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zbMATH Keywords

Exact law of large numbers

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Fubini extension

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incomplete information

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purification

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saturated probability space

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MaRDI publication profile

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cites work

Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games

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Relations among certain ranges of vector measures

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Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games

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Q4851853

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On a theorem of Dvoretsky, Wald, and Wolfowitz concerning Liapounov Measures

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Q4791741

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Adapted Probability Distributions

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Why saturated probability spaces are necessary

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On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions

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The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games

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Q3979171

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Purification of measure-valued maps

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Purification and saturation

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An algebraic characterization of measure algebras

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On a theorem of Schmeidler

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Distributional Strategies for Games with Incomplete Information

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Existence of Nash equilibria in large games

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On the convexity and compactness of the integral of a Banach space valued correspondence

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On purification of measure-valued maps

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On existence of rich Fubini extensions

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Private Information and Pure-Strategy Equilibria

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A direct proof of the existence of pure strategy equilibria in games with a continuum of players

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Equilibrium points of nonatomic games

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A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN

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The exact law of large numbers via Fubini extension and characterization of insurable risks

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Saturation and the integration of Banach valued correspondences

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Individual risk and Lebesgue extension without aggregate uncertainty

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Q4026055

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Debreu's social equilibrium theorem with asymmetric information and a continuum of agents

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Identifiers

zbMATH Open document ID

1247.91038

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DOI

10.1007/s00199-010-0593-3

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:447525

@@ Property / cites work @@
+Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games
+Normal rank
@@ Property / cites work @@
+Relations among certain ranges of vector measures
@@ Property / cites work: Relations among certain ranges of vector measures / rank @@
+Normal rank
@@ Property / cites work @@
+Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games
+Normal rank
@@ Property / cites work @@
+Q4851853
@@ Property / cites work: Q4851853 / rank @@
+Normal rank
@@ Property / cites work @@
+On a theorem of Dvoretsky, Wald, and Wolfowitz concerning Liapounov Measures
+Normal rank
@@ Property / cites work @@
+Q4791741
@@ Property / cites work: Q4791741 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted Probability Distributions
@@ Property / cites work: Adapted Probability Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Why saturated probability spaces are necessary
@@ Property / cites work: Why saturated probability spaces are necessary / rank @@
+Normal rank
@@ Property / cites work @@
+On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions
+Normal rank
@@ Property / cites work @@
+The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games
+Normal rank
@@ Property / cites work @@
+Q3979171
@@ Property / cites work: Q3979171 / rank @@
+Normal rank
@@ Property / cites work @@
+Purification of measure-valued maps
@@ Property / cites work: Purification of measure-valued maps / rank @@
+Normal rank
@@ Property / cites work @@
+Purification and saturation
@@ Property / cites work: Purification and saturation / rank @@
+Normal rank
@@ Property / cites work @@
+An algebraic characterization of measure algebras
@@ Property / cites work: An algebraic characterization of measure algebras / rank @@
+Normal rank
@@ Property / cites work @@
+On a theorem of Schmeidler
@@ Property / cites work: On a theorem of Schmeidler / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional Strategies for Games with Incomplete Information
+Normal rank
@@ Property / cites work @@
+Existence of Nash equilibria in large games
@@ Property / cites work: Existence of Nash equilibria in large games / rank @@
+Normal rank
@@ Property / cites work @@
+On the convexity and compactness of the integral of a Banach space valued correspondence
+Normal rank
@@ Property / cites work @@
+On purification of measure-valued maps
@@ Property / cites work: On purification of measure-valued maps / rank @@
+Normal rank
@@ Property / cites work @@
+On existence of rich Fubini extensions
@@ Property / cites work: On existence of rich Fubini extensions / rank @@
+Normal rank
@@ Property / cites work @@
+Private Information and Pure-Strategy Equilibria
@@ Property / cites work: Private Information and Pure-Strategy Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+A direct proof of the existence of pure strategy equilibria in games with a continuum of players
+Normal rank
@@ Property / cites work @@
+Equilibrium points of nonatomic games
@@ Property / cites work: Equilibrium points of nonatomic games / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
+Normal rank
@@ Property / cites work @@
+The exact law of large numbers via Fubini extension and characterization of insurable risks
+Normal rank
@@ Property / cites work @@
+Saturation and the integration of Banach valued correspondences
+Normal rank
@@ Property / cites work @@
+Individual risk and Lebesgue extension without aggregate uncertainty
+Normal rank
@@ Property / cites work @@
+Q4026055
@@ Property / cites work: Q4026055 / rank @@
+Normal rank
@@ Property / cites work @@
+Debreu's social equilibrium theorem with asymmetric information and a continuum of agents
+Normal rank