Date: 2014
Type: Article
Tail probabilities for triangular arrays
Journal of dynamics and games, 2014, Vol. 1, No. 1, pp. 45-56
FUDENBERG, Drew, LEVINE, David K., Tail probabilities for triangular arrays, Journal of dynamics and games, 2014, Vol. 1, No. 1, pp. 45-56
- https://hdl.handle.net/1814/39512
Retrieved from Cadmus, EUI Research Repository
Different discrete time triangular arrays representing a noisy signal of players' activities can lead to the same limiting diffusion process yet lead to different limit equilibria. Whether the limit equilibria are equilibria of the limiting continuous time game depends on the limit properties of test statistics for whether a player has deviated. We provide an estimate of the tail probabilities along these arrays that allows us to determine the asymptotic behavior of the best test and thus of the best equilibrium.
Cadmus permanent link: https://hdl.handle.net/1814/39512
Full-text via DOI: 10.3934/jdg.2014.1.45
ISSN: 2164-6066; 2164-6074
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