Universität zu Köln

Barbie, Martin ORCID: 0000-0001-9578-3594 and Gupta, Abhishek ORCID: 0000-0003-1117-325X (2014). The topology of information on the space of probability measures over Polish spaces. Journal of Mathematical Economics, 52. 98 - 112. LAUSANNE: Elsevier. ISSN 0304-4068

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Abstract

We study here the topology of information on the space of probability measures over Polish spaces that was defined in Hellwig (1996). We show that under this topology, a convergent sequence of probability measures satisfying a conditional independence property converges to a measure that also satisfies the same conditional independence property. This also corrects the proof of a claim in Hellwig (1996, Lemma 4). Additionally, we determine sufficient conditions on the Polish spaces and the topology over measure spaces under which a convergent sequence of probability measures is also convergent in the topology of information. (C) 2014 Elsevier B.V. All rights reserved.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Barbie, Martin UNSPECIFIED orcid.org/0000-0001-9578-3594 UNSPECIFIED Gupta, Abhishek UNSPECIFIED orcid.org/0000-0003-1117-325X UNSPECIFIED
URN:	urn:nbn:de:hbz:38-438802
DOI:	10.1016/j.jmateco.2014.04.003
Journal or Publication Title:	Journal of Mathematical Economics
Volume:	52
Page Range:	98 - 112
Date:	2014
Publisher:	Elsevier
Place of Publication:	LAUSANNE
ISSN:	0304-4068
Language:	English
Faculty:	Faculty of Management, Economy and Social Sciences
Divisions:	Unspecified
Subjects:	Economics Mathematics
Uncontrolled Keywords:	Keywords Language CONVERGENCE; STRATEGIES; EQUILIBRIA; AGENTS Multiple languages Economics; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods Multiple languages
Refereed:	Yes
URI:	http://kups.ub.uni-koeln.de/id/eprint/43880