Purification, saturation and the exact law of large numbers
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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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Cites work
- A direct proof of the existence of pure strategy equilibria in games with a continuum of players
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- Adapted Probability Distributions
- An algebraic characterization of measure algebras
- Debreu's social equilibrium theorem with asymmetric information and a continuum of agents
- Distributional Strategies for Games with Incomplete Information
- Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games
- Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games
- Equilibrium points of nonatomic games
- Existence of Nash equilibria in large games
- scientific article; zbMATH DE number 19678 (Why is no real title available?)
- scientific article; zbMATH DE number 124430 (Why is no real title available?)
- scientific article; zbMATH DE number 1862467 (Why is no real title available?)
- scientific article; zbMATH DE number 806313 (Why is no real title available?)
- Individual risk and Lebesgue extension without aggregate uncertainty
- On a theorem of Dvoretsky, Wald, and Wolfowitz concerning Liapounov Measures
- On a theorem of Schmeidler
- On existence of rich Fubini extensions
- On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions
- On purification of measure-valued maps
- On the convexity and compactness of the integral of a Banach space valued correspondence
- Private Information and Pure-Strategy Equilibria
- Purification and saturation
- Purification of measure-valued maps
- Relations among certain ranges of vector measures
- Saturation and the integration of Banach valued correspondences
- The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games
- The exact law of large numbers via Fubini extension and characterization of insurable risks
- Why saturated probability spaces are necessary
Cited in
(16)- An infinite dimensional purification principle without saturation
- On pure-strategy equilibria in games with correlated information
- On the purification of Nash equilibria of large games
- Saturation of thermal complexity of purification
- On the approximate purification of mixed strategies in games with infinite action sets
- Purification and roulette wheels
- Discontinuous games with asymmetric information: an extension of Reny's existence theorem
- On the existence of pure-strategy equilibria in games with private information: a complete characterization
- Large games with a bio-social typology
- The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games
- Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty
- On the diffuseness of incomplete information game
- Existence of pure-strategy equilibria in Bayesian games: a sharpened necessity result
- Purification and saturation
- Purification of Bayes Nash equilibrium with correlated types and interdependent payoffs
- Comments on purification in continuum games
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