Tail probabilities for triangular arrays

DOI10.3934/JDG.2014.1.45zbMath1326.60040OpenAlexW2096848937MaRDI QIDQ351785

David K. Levine, Drew Fudenberg

Publication date: 10 July 2013

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2014.1.45

zbMATH Keywords

tail probabilitiestriangular arrayscontinuous-time gameslimit equilibria

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic models in economics (91B70) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Convergence of probability measures (60B10) Multistage and repeated games (91A20) Limit theorems in probability theory (60F99)

Cites Work

• Games with Imperfectly Observable Actions in Continuous Time
• Repeated Games with Frequent Signals^*
• Unnamed Item
• Unnamed Item

This page was built for publication: Tail probabilities for triangular arrays