On Game Theory Using Stochastic Tail Orders

التفاصيل البيبلوغرافية
العنوان: On Game Theory Using Stochastic Tail Orders
المؤلفون: Rass, Stefan, König, Sandra, Schauer, Stefan, Bürgin, Vincent, Epperlein, Jeremias, Wirth, Fabian
سنة النشر: 2021
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability
الوصف: We consider a family of distributions on which natural tail orders can be constructed upon a representation of a distribution by a (single) hyper-real number. Past research revealed that the ordering can herein strongly depend on the particular model of the hyperreals, specifically the underlying ultrafilter. Hence, our distribution family is constructed to order invariantly of an ultrafilter. Moreover, we prove that it lies dense in the set of all distributions with the (same) compact support, w.r.t. the supremum norm. Overall, this work resents a correction to [10, 12], in response to recent findings of [2].
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/2108.00680Test
رقم الانضمام: edsarx.2108.00680
قاعدة البيانات: arXiv