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Valentin Hubner, Manuel Staab, Christian Hilbe, Krishnendu Chatterjee et Maria Kleshnina
vol. 121, n° (10) e2315558121, février 2024
Direct reciprocity is a powerful mechanism for cooperation in social dilemmas. The very logic of reciprocity, however, seems to require that individuals are symmetric, and that everyone has the same means to influence each others’ payoffs. Yet in many applications, individuals are asymmetric....
Marc Arnaudon, Koléhè Coulibaly-Pasquier et Laurent Miclo
n° 24-1510, février 2024
This paper proves that the separation convergence toward the uniform distribution abruptly occurs at times around lnpnq{n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a new and elementary perturbative approach for estimating...
Laurent Miclo
n° 24-1504, février 2024
Helmholtz decompositions break down any vector field into a sum of a gradient field and a divergence-free vector field. Such a result is extended to finite irreducible and reversible Markov processes, where vector fields cor-respond to anti-symmetric functions on the oriented edges of the...
Stéphane Villeneuve, Bruno Biais, Hans Gersbach, Jean-Charles Rochet et Ernst-Ludwig von Thadden
n° 24-1511, février 2024
We analyze dynamic capital allocation and risk sharing between a principal and many agents, who privately observe their output. The state variables of the mechanism design problem are aggregate capital and the distribution of continuation utilities across agents. This gives rise to a Bellman...
Alexandre de Cornière et Greg Taylor
vol. 16, n° 1, février 2024, révision 10 juin 2026, p. 293–328
We study the profitability of bundling by an upstream firm that licenses technologies to downstream competitors, and that faces competition for one of its technologies. In an otherwise standard “Chicago-style” model, the existence of downstream competition can make inefficient bundling profitable....
David Bardey, Philippe De Donder et Vera Zaporozhets
n° 24-1508, février 2024
We review the medico-economic literature assessing the economic value of diagnostic tests. We first present the health technology assessment methods, as applied to generic health interventions. We then define our object of study, diagnostic and prognostic tests, and relate them to various...
Koen Jochmans et Martin Weidner
vol. 40, n° 1, février 2024, p. 60–97
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...
Nadia Burani et Andrea Mantovani
n° 24-1513, février 2024, révision juillet 2024
We consider a duopolistic market in which a green rm competes with a brown rival, and both rms o¤er vertically di¤erentiated products. Consumers are heterogeneous both in their willingness to pay for intrinsic quality and in their environmental concern. The latter is positively related to the green...
Marc Arnaudon, Laurent Miclo et Koléhè Coulibaly-Pasquier
vol. 11, février 2024, p. 473–522
Clément Lalanne et Sébastien Gadat
n° 24-1505, février 2024
Fueled by the ever-increasing need for statistics that guarantee the privacy of their training sets, this article studies the centrally-private estimation of Sobolev-smooth densities of probability over the hypercube in dimension d. The contributions of this article are two-fold : firstly, it...
