Lexicographic probability, conditional probability, and nonstandard probability
成果类型:
Article
署名作者:
Halpern, Joseph Y.
署名单位:
Cornell University
刊物名称:
GAMES AND ECONOMIC BEHAVIOR
ISSN/ISSBN:
0899-8256
DOI:
10.1016/j.geb.2009.03.013
发表日期:
2010
页码:
155-179
关键词:
摘要:
The relationship between Popper spaces (conditional probability spaces that satisfy some regularity conditions), lexicographic probability systems (LPS's), and nonstandard probability spaces (NPS's) is considered. If countable additivity is assumed, Popper spaces and a subclass of LPS's are equivalent; without the assumption Of Countable additivity, the equivalence no longer holds. If the state space is finite, LPS's are equivalent to NPS's. However, if the state space is infinite, NPS's are shown to be more general than LPS's. (C) 2009 Elsevier Inc. All rights reserved.