凸序与矩说服
Convex Order and Moment Persuasion
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中文总结 AI 辅助
本文完整刻画了多维均值保持压缩及其极值点,扩展了先前结果以涵盖完全揭示与低维合并区域,并将该刻画应用于矩说服问题。
中文摘要 AI 辅助
如果一个概率测度是另一个概率测度的均值保持压缩,则这两个测度被称为处于凸序关系。本文提供了多维背景下均值保持压缩及其极值点的完整刻画,将Kleiner、Moldovanu、Strack和Whitmeyer(2024)的结果扩展到包含完全揭示区域和低维合并区域的情形。我们刻画的一个核心特征是“集中”结构:每个状态只能映射到其自身不可约分量内的后验均值。我们将这些结果应用于矩说服问题。
英文摘要
If a probability measure is a mean-preserving contraction of another, the two measures are said to be in convex order. This paper provides a complete characterization of mean-preserving contractions and their extreme points in the multidimensional setting, extending the results of Kleiner, Moldovanu, Strack, and Whitmeyer (2024) to incorporate fully revealing regions and lower-dimensional pooling regions. A central feature of our characterization is a "concentration " structure: each state can be mapped only to posterior means lying within its own irreducible component. We apply these results to the moment persuasion problem.
发表机构
- Western University(韦仕敦大学)
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