The Annals of Probability, Vol. 2, No. 2 (Apr., 1974), pp. 328-332 (5 pages) Let $r(j)$ denote the $j$th autocorrelation based on a sample of $N$ consecutive ...
This paper describes several learning processes which converge, with probability one, to the rational expectations (Bayesian-Nash) equilibrium of a stationary linear game. The learning processes ...
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