摘要翻译:
给定一个纯原子概率测度,在n个点P上有支撑,P,Q的任何一个在m>n个点上有支撑的保均值压缩(mpc)都是P的mpcs的混合物,每个mpcs都在大多数n个点上有支撑。我们举例说明了这个结果在经济学中的一个应用。
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英文标题:
《Mixtures of Mean-Preserving Contractions》
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作者:
Joseph Whitmeyer, Mark Whitmeyer
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最新提交年份:
2020
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分类信息:
一级分类:Economics 经济学
二级分类:Theoretical Economics 理论经济学
分类描述:Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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英文摘要:
Given a purely atomic probability measure with support on n points, P, any mean-preserving contraction (mpc) of P, Q, with support on m > n points is a mixture of mpcs of P, each with support on most n points. We illustrate an application of this result in economics.
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PDF链接:
https://arxiv.org/pdf/1905.05157