Due to their many applications, large Bayesian games have been a subject of growing interest in game theory and related fields. But to a large extent, models (1) have been restricted to one-shot interaction, (2) are based on an assumption that player types are independent and (3) assume that the...

A self-proclaimed expert uses past observations of a stochastic process to make probabilistic predictions about the process. An inspector applies a test function to the infinite sequence of predictions provided by the expert and the observed realization of the process in order to check the...