Let {χk(t),t≥0} be a stationary χ-process with k degrees of freedom being independent of some non-negative random variable T. In this paper we derive the exact asymptotics of P{supt∈[0,T]χk(t)u} as u→∞ when T has a regularly varying tail with index λ∈[0,1). Three other novel...

We show, by employing a density result for probability measures, that in games with a finite number of players and \infty-dimensional pure strategy spaces Nash equilibria can be approximated by finite mixed strategies. Given 0, each player receives an expected utility payoff /2 close to his Nash...