Convergence of Probability Measures

TL;DR: This paper shows that such an integral representation exists iff the dual set of the considered risk measure is generated by one of its elements, and this representation is uniquely defined.

TL;DR: In this paper, the authors considered an increasing-cells approach, where the number J of independent multinomials increases while the number classes for each multinomial and the number of parameters remains fixed.

TL;DR: In this article, the authors study a coordination game with randomly changing payoffs and small frictions in changing actions, and they find that players must coordinate on the risk-dominant equilibrium.

TL;DR: In this paper, a normalized cumulative sum of squares test statistic using critical levels for the null hypothesis of white noise yields approximately the same null hypothesis rejection rates when applied to the discrete wavelet transform of samples from a fractionally differenced process.