Sharp identification regions in games

We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters. The identification regions for these parameters proposed in the related literature are known not to be sharp. Using the theory of random sets, we show that the sharp identification region can be obtained as the set of minimizers of the distance from the conditional distribution of game's outcomes given covariates, to the conditional Aumann expectation given covariates of a properly defined random set. This is the random set of probability distributions over action profiles given profit shifters implied by mixed strategy Nash equilibria. The sharp identification region can be approximated arbitrarily accurately through a finite number of moment inequalities based on the support function of the conditional Aumann expectation. When only pure strategy Nash equilibria are played, the sharp identification region is exactly determined by a finite number of moment inequalities. We discuss how our results can be extended to other solution concepts, such as for example correlated equilibrium or rationality and rationalizability. We show that calculating the sharp identification region using our characterization is computationally feasible. We also provide a simple algorithm which finds the set of inequalities that need to be checked in order to insure sharpness. We use examples analyzed in the literature to illustrate the gains in identification afforded by our method.Identification, Random Sets, Aumann Expectation, Support Function, Capacity Functional, Normal Form Games, Inequality Constraints.

A New Transport Regime in the Quantum Hall Effect

This paper describes an experimental identification and characterization of a new low temperature transport regime near the quantum Hall-to-insulator transition. In this regime, a wide range of transport data are compactly described by a simple phenomenological form which, on the one hand, is inconsistent with either quantum Hall or insulating behavior and, on the other hand, is also clearly at odds with a quantum-critical, or scaling, description. We are unable to determine whether this new regime represents a clearly defined state or is a consequence of finite temperature and sample-size measurements.Comment: Revtex, 3 pages, 2 figure

Sharp identification regions in models with convex moment predictions

We provide a tractable characterization of the sharp identification region of the parameters θ in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables. In short, we call these models with convex moment predictions. Examples include static, simultaneous move finite games of complete and incomplete information in the presence of multiple equilibria; best linear predictors with interval outcome and covariate data; and random utility models of multinomial choice in the presence of interval regressors data. Given a candidate value for θ, we establish that the convex set of moments yielded by the model predictions can be represented as the Aumann expectation of a properly defined random set. The sharp identification region of θ, denoted Θ 1, can then be obtained as the set of minimizers of the distance from a properly specified vector of moments of random variables to this Aumann expectation. Algorithms in convex programming can be exploited to efficiently verify whether a candidate θ is in Θ 1. We use examples analyzed in the literature to illustrate the gains in identification and computational tractability afforded by our method. This paper is a revised version of CWP27/09.

Endomorphisms of the Cuntz Algebras

This mainly expository article is devoted to recent advances in the study of dynamical aspects of the Cuntz algebras O_n, with n finite, via their automorphisms and, more generally, endomorphisms. A combinatorial description of permutative automorphisms of O_n in terms of labeled, rooted trees is presented. This in turn gives rise to an algebraic characterization of the restricted Weyl group of O_n. It is shown how this group is related to certain classical dynamical systems on the Cantor set. An identification of the image in Out(O_n) of the restricted Weyl group with the group of automorphisms of the full two-sided n-shift is given, for prime n, providing an answer to a question raised by Cuntz in 1980. Furthermore, we discuss proper endomorphisms of O_n which preserve either the canonical UHF-subalgebra or the diagonal MASA, and present methods for constructing exotic examples of such endomorphisms.Comment: 2 figures, uses pictex, to appear in the Proceedings of the Workshop on Noncommutative Harmonic Analysis, Bedlewo 201