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

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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.
Item Type:  MPRA Paper 

Original Title:  Purification, Saturation and the Exact Law of Large Numbers 
Language:  English 
Keywords:  Exact law of large numbers, Fubini extension, Incomplete information, Purification, Saturated probability space 
Subjects:  C  Mathematical and Quantitative Methods > C0  General > C02  Mathematical Methods C  Mathematical and Quantitative Methods > C7  Game Theory and Bargaining Theory > C70  General C  Mathematical and Quantitative Methods > C6  Mathematical Methods; Programming Models; Mathematical and Simulation Modeling > C60  General 
Item ID:  22119 
Depositing User:  Yongchao Zhang 
Date Deposited:  20. Apr 2010 20:40 
Last Modified:  22. Feb 2014 07:08 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/22119 