The probabilistic type spaces in the sense of Harsanyi [Management Sci. 14 (1967/68) 159-182, 320-334, 486-502] are the prevalent models used to describe interactive uncertainty. In this paper we ...
Probability theory has long provided a rigorous framework for quantifying uncertainty, yet its extension to infinite sets introduces profound conceptual challenges and opportunities. Contemporary ...
We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We ...