Purification, Saturation and the Exact Law of Large Numbers

Jianwei Wang and Yongchao Zhang ()

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Exact law of large numbers; Fubini extension; Incomplete information; Purification; Saturated probability space (search for similar items in EconPapers)
JEL-codes: C02 C60 C70 (search for similar items in EconPapers)
Date: 2010-04
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Citations: View citations in EconPapers (4)

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Related works:
Journal Article: Purification, saturation and the exact law of large numbers (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22119

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