The exact law of large numbers for independent random matching
From MaRDI portal
Publication:417621
DOI10.1016/j.jet.2012.01.003zbMath1258.91166OpenAlexW1489506665MaRDI QIDQ417621
Publication date: 14 May 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.stanford.edu/~duffie/lln-I.pdf
Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) General theory of stochastic processes (60G07) Protein sequences, DNA sequences (92D20) Probabilistic measure theory (60A10) Probabilistic methods in extremal combinatorics, including polynomial methods (combinatorial Nullstellensatz, etc.) (05D40) Matching models (91B68)
Related Items
Social learning and the shadow of the past, Existence and uniqueness of a steady state for an OTC market with several assets, Community enforcement when players observe partners' past play, Efficiency may improve when defectors exist, Independent random partial matching with general types, Traditional and digital currencies in over-the-counter markets, Deposit insurance and the coexistence of commercial and shadow banks, Evolutionary foundation for heterogeneity in risk aversion, Independent random matching, Dynamic directed random matching, A Mean Field Game of Optimal Stopping, Existence of independent random matching, On the observational equivalence of random matching, Imitation in heterogeneous populations, Matching and anonymity, On abstract economies with an arbitrary set of players and action sets in locally-convex topological vector spaces, Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Independent random matching
- An expository note on individual risk without aggregate uncertainty
- Liquidity premia in dynamic bargaining markets
- On the observational equivalence of random matching
- Individual risk and Lebesgue extension without aggregate uncertainty
- The law of large numbers with a continuum of i.i.d. random variables
- A model of random matching
- Laws of large numbers for dynamical systems with randomly matched individuals
- Dynamical systems with a continuum of randomly matched agents
- On the evolution of attitudes towards risk in winner-take-all games
- A random matching theory
- Search and endogenous concentration of liquidity in asset markets
- Existence of independent random matching
- The exact law of large numbers via Fubini extension and characterization of insurable risks
- Matching and anonymity
- On the Efficiency of Matching and Related Models of Search and Unemployment
- Information Revelation in a Market with Pairwise Meetings
- Bargaining and Competition Part I: Characterization
- Bargaining and Competition Part II: Existence
- Evolutionary Drift and Equilibrium Selection
- Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium
- Job Creation and Job Destruction in the Theory of Unemployment
- Fast Equilibrium Selection by Rational Players Living in a Changing World
- Steady State Learning and Nash Equilibrium
- Over-the-Counter Markets
- Dynamic Monetary Equilibrium in a Random Matching Economy
- Construction of a non-separable extension of the Lebesgue measure space
- Equilibrium valuation of illiquid assets