The topology of information on the space of probability measures over Polish spaces

Martin Barbie and Abhishek Gupta

Journal of Mathematical Economics, 2014, vol. 52, issue C, 98-111

Abstract: We study here the topology of information on the space of probability measures over Polish spaces that was defined in Hellwig (1996). We show that under this topology, a convergent sequence of probability measures satisfying a conditional independence property converges to a measure that also satisfies the same conditional independence property. This also corrects the proof of a claim in Hellwig (1996, Lemma 4). Additionally, we determine sufficient conditions on the Polish spaces and the topology over measure spaces under which a convergent sequence of probability measures is also convergent in the topology of information.

Keywords: Convergence of measures; Topology of information; Conditional independence; Optimization under uncertainty; Games with incomplete information (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:52:y:2014:i:c:p:98-111

DOI: 10.1016/j.jmateco.2014.04.003

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