Simulation of a random variable and its application to game theory

DOI10.1287/MOOR.2020.1067zbMATH Open1468.91010OpenAlexW3129906904MaRDI QIDQ5000642FDOQ5000642

Authors: Mehrdad Valizadeh, Amin Gohari 

Publication date: 15 July 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2020.1067

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zbMATH Keywords

convergence raterepeated gamesrandomness extractionbounded entropymax-min valuerandom variable simulation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Noncooperative games (91A10) Multistage and repeated games (91A20)

Cites Work

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• Exponential Decreasing Rate of Leaked Information in Universal Random Privacy Amplification
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• SECURITY OF QUANTUM KEY DISTRIBUTION
• The Efficient Construction of an Unbiased Random Sequence
• Playing games with bounded entropy
• How to play with a biased coin?
• A Correlation Measure Based on Vector-Valued $L_p$ -Norms
• Achievability Proof via Output Statistics of Random Binning
• Generating random bits from an arbitrary source: fundamental limits
• Simulation of Random Variables Under Rényi Divergence Measures of All Orders

Cited In (5)

• Augmented probability simulation methods for sequential games
• Random Perturbation in Games of Chance
• Title not available (Why is that?)
• A Game-Theoretic Approach to Simulation of Data-Parameterized Systems
• Title not available (Why is that?)

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