英文标题：
《A Game of Random Variables》
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作者：
Artem Hulko and Mark Whitmeyer
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最新提交年份：
2018
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英文摘要：
  This paper analyzes a simple game with $n$ players. We fix a mean, $\\mu$, in the interval $[0, 1]$ and let each player choose any random variable distributed on that interval with the given mean. The winner of the zero-sum game is the player whose random variable has the highest realization. We show that the position of the mean within the interval is paramount. Remarkably, if the given mean is above a crucial threshold then the unique equilibrium must contain a point mass on $1$. The cutoff is strictly decreasing in the number of players, $n$; and for fixed $\\mu$, as the number of players is increased, each player places more weight on $1$ at equilibrium. We characterize the equilibrium as the number of players goes to infinity.
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中文摘要：
本文分析了一个有n$玩家的简单游戏。我们在区间$[0，1]$中固定一个平均值$\\mu$，并让每个玩家选择在该区间上分布的任意随机变量，该变量具有给定的平均值。零和博弈的赢家是随机变量实现率最高的玩家。我们证明了平均值在区间内的位置是最重要的。值得注意的是，如果给定的平均值高于一个临界阈值，那么唯一平衡必须包含一个1美元的点质量。截止人数正在严格减少，球员人数为n$；对于固定的$\\亩$，随着玩家数量的增加，每个玩家在均衡时会将更多的权重放在1美元上。我们将均衡描述为参与者数量趋于无穷大。
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分类信息：

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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一级分类：Computer Science        计算机科学
二级分类：Computer Science and Game Theory        计算机科学与博弈论
分类描述：Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面，包括机制设计的工作，游戏中的学习（可能与学习重叠），游戏中的agent建模的基础（可能与多agent系统重叠），非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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