Tail Probabilities for Triangular Arrays
Di erent discrete time triangular arrays representing a noisy signal of players' activities can lead to the same limiting di usion process yet lead to di erent limit equilibria. Whether the limit equilibria are equilibria of the limiting continuous time game depends on the limit properties of test statistics for whether a player has deviated. We provide an estimate of the tail probabilities along these arrays that allows us to determine the asymptotic behavior of the best test and thus of the best equilibrium.
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- Yuliy Sannikov & Andrzej Skrzypacz, 2007.
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- Drew Fudenberg & David Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 173-192, April.
- Drew Fudenberg & David K Levine, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Levine's Working Paper Archive 699152000000000028, David K. Levine.
- Levine, David & Fudenberg, Drew, 2007. "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Scholarly Articles 3196334, Harvard University Department of Economics.
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- Drew Fudenberg & David K. Levine, 2009. "Repeated Games with Frequent Signals," The Quarterly Journal of Economics, Oxford University Press, vol. 124(1), pages 233-265.
- Drew Fudenberg & David K Levine, 2007. "Repeated Games with Frequent Signals," Levine's Working Paper Archive 814577000000000009, David K. Levine.
- Fudenberg, Drew & Levine, David, 2009. "Repeated Games with Frequent Signals," Scholarly Articles 3160491, Harvard University Department of Economics.
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