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Mixing on function spaces
Authors:Aldo Rustichini
Institution:(1) Department of Economics, Northwestern University, 60208 Evanston, IL, USA
Abstract:Summary We prove that a probability measure over a space of functions induces a measure over the product space of the image and range of these functions. As an application, we show that the equilibrium of large anonymous games with uncertainty completely describes the behavior of players. In the second part of the paper we prove that mixed strategies over function spaces are equivalent to behavioral and distributional strategies.
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