Finitely additive beliefs and universal type spaces

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 examine the existence of a universal type space when beliefs are described by finitely additive probability measures. We find that in the category of all type spaces that satisfy certain measurability conditions ($\kappa$-measurability, for some fixed regular cardinal $\kappa$), there is a universal type space (i.e., a terminal object) to which every type space can be mapped in a unique beliefs-preserving way. However, by a probabilistic adaption of the elegant sober-drunk example of Heifetz and Samet [Games Econom. Behav. 22 (1998) 260--273] we show that if all subsets of the spaces are required to be measurable, then there is no universal type space.Comment: Published at http://dx.doi.org/10.1214/009117905000000576 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Decompositions of Measures on Pseudo Effect Algebras

Recently in \cite{Dvu3} it was shown that if a pseudo effect algebra satisfies a kind of the Riesz Decomposition Property ((RDP) for short), then its state space is either empty or a nonempty simplex. This will allow us to prove a Yosida-Hewitt type and a Lebesgue type decomposition for measures on pseudo effect algebra with (RDP). The simplex structure of the state space will entail not only the existence of such a decomposition but also its uniqueness

Thermodynamic Formalism for Topological Markov Chains on Borel Standard Spaces

We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and pressure for shifts acting on $X$ and obtain the existence of equilibrium states as additive probability measures for any bounded continuous potential. Furthermore, we establish convexity and other structural properties of the set of equilibrium states, prove a version of the Perron-Frobenius-Ruelle theorem under additional assumptions on the regularity of the potential and show that the Yosida-Hewitt decomposition of these equilibrium states do not have a purely additive part. We then apply our results to the construction of invariant measures of time-homogeneous Markov chains taking values on a general Borel standard space and obtain exponential asymptotic stability for a class of Markov operators. We also construct conformal measures for an infinite collection of interacting random paths which are associated to a potential depending on infinitely many coordinates. Under an additional differentiability hypothesis, we show how this process is related after a proper scaling limit to a certain infinite dimensional diffusion.Comment: Accepted for publication in Discrete and Continuous Dynamical Systems. 23 page

*-Continuous Kleene ω\omega-Algebras for Energy Problems

Energy problems are important in the formal analysis of embedded or autonomous systems. Using recent results on star-continuous Kleene omega-algebras, we show here that energy problems can be solved by algebraic manipulations on the transition matrix of energy automata. To this end, we prove general results about certain classes of finitely additive functions on complete lattices which should be of a more general interest.Comment: In Proceedings FICS 2015, arXiv:1509.0282