Logo
Munich Personal RePEc Archive

Purification, Saturation and the Exact Law of Large Numbers

Wang, Jianwei and Zhang, Yongchao (2010): Purification, Saturation and the Exact Law of Large Numbers.

[thumbnail of MPRA_paper_22119.pdf]
Preview
PDF
MPRA_paper_22119.pdf

Download (259kB) | Preview

Abstract

Purification results are important in game theory and statistical decision theory. The purpose of this paper is to prove a general purification theorem that generalizes many authors' 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.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.