Search Results - subject:"Sigma-Algebra"

On simple representations of stopping times and stopping time sigma-algebras

Fischer, Tom - In: Statistics & Probability Letters 83 (2013) 1, pp. 345-349

. Furthermore, we show how minimal elements of a stopping time sigma-algebra can be expressed in terms of the minimal elements of …

Persistent link: https://www.econbiz.de/10011040014

Random-like multiple objective decision making

Xu, Jiuping - 2011

Persistent link: https://www.econbiz.de/10013278092

Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case

Hammond, Peter J.; Sun, Yeneng - In: Economic Theory 21 (2003) 2, pp. 743-766

Suppose a large economy with individual risk is modeled by a continuum of pairwise exchangeable random variables (i.i.d., in particular). Then the relevant stochastic process is jointly measurable only in degenerate cases. Yet in Monte Carlo simulation, the average of a large finite draw of the...

Persistent link: https://www.econbiz.de/10005753125