A note on the law of large numbers in economics

Let (S, B, G ) and (T, C,Q) be probability spaces, with Q nonatomic, and H = {h in C : Q(H) > 0}. In some economic models, the following conditional law of large numbers (LLN) is requested. There are a probability space (O,A,P) and a process X = {Xt : t in T}, with state space (S, B), satisfying for each h in H, there is Ah in A with P(Ah) = 1 such that t --> X(t, w) is measurable and Q {t : X(t, w) in ·}

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Year of publication:	2010
Authors:	Berti, Patrizia ; Gori, Michele ; Rigo, Pietro
Publisher:	Pavia : Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Subject:	Aggregate uncertainty \| Extension \| Finitely additive probability measure \| Individual risk \| Law of large numbers

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Series:	Quaderni di Dipartimento ; 131
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	783568908 [GVK] hdl:10419/95297 [Handle] RePEc:pav:wpaper:131 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010335285