Search Results - subject:"Law of Large Numbers" - EconBiz

Monte Carlo sampling processes and incentive compatible allocations in large economies

Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - In: Economic theory 71 (2021) 3, pp. 1161-1187

Persistent link: https://www.econbiz.de/10012584419

Quantum mean-field games with the observations of counting type

Kolokolʹcov, Vassilij N. - In: Games 12 (2021) 1/7, pp. 1-14

Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the...

Persistent link: https://www.econbiz.de/10012432543

Stability and sample-based approximations of composite stochastic optimization problems

Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888

Persistent link: https://www.econbiz.de/10014393285

Limit theorems for locally stationary processes

Kawka, Rafael - In: Statistical Papers 62 (2020) 6, pp. 2557-2571

representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a …

Persistent link: https://www.econbiz.de/10014504385

Gravity Models and the Law of Large Numbers

Jareb, Colin; Nigai, Sergey K. - 2020

assumption of the Law of Large Numbers (LLN), which ensures that when the number of traded goods goes to infinity, trade flows …

Persistent link: https://www.econbiz.de/10012314835

Incomplete-information games in large populations with anonymity

Hellwig, Martin - 2020

a law of large numbers for the latter. The decomposition of uncertainty is implied by a condition of exchangeability of …

Persistent link: https://www.econbiz.de/10012434961

Multivariate general compound point processes in limit order books

Guo, Qi; Remillard, Bruno; Sviščuk, Anatolij - In: Risks 8 (2020) 3, pp. 1-20

model the order flow instead of the Hawkes process. The law of large numbers (LLN) and two functional central limit theorems …

Persistent link: https://www.econbiz.de/10013200631

Gravity models and the law of large numbers

Jareb, Colin; Nigai, Sergey - 2020

assumption of the Law of Large Numbers (LLN), which ensures that when the number of traded goods goes to infinity, trade flows …

Persistent link: https://www.econbiz.de/10012287305

Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk

Balbus, Lukasz; Dziewulski, Pawel; Reffett, Kevin L.; … - 2020

Persistent link: https://www.econbiz.de/10012250750

Monte Carlo sampling processes and incentive compatible allocations in large economies

Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - 2020 - Revised October 2020

Persistent link: https://www.econbiz.de/10012815202

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