Purification, saturation and the exact law of large numbers
AbstractPurification results are important in game theory and statistical decision theory. We prove a new purification theorem that generalizes several earlier results. The key idea of our proof is to make use of the exact law of large numbers. As an application, we show that every mixed strategy in games with finite players, general action spaces and diffused, conditionally independent incomplete information has many strong purifications. Copyright Springer-Verlag 2012
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Bibliographic InfoArticle provided by Springer in its journal Economic Theory.
Volume (Year): 50 (2012)
Issue (Month): 3 (August)
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Web page: http://link.springer.de/link/service/journals/00199/index.htm
Other versions of this item:
- Wang, Jianwei & Zhang, Yongchao, 2010. "Purification, Saturation and the Exact Law of Large Numbers," MPRA Paper 22119, University Library of Munich, Germany.
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Grant, Simon & Meneghel, Idione & Tourky, Rabee, 2013. "Savage Games: A Theory of Strategic Interaction with Purely Subjective Uncertainty," Risk and Sustainable Management Group Working Papers 151501, University of Queensland, School of Economics.
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- Michael Greinecker & Konrad Podczeck, 2013. "Purification and Independence," Working Papers 2013-18, Faculty of Economics and Statistics, University of Innsbruck.
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