127 citations · 139 across the 2 of their papers we have counts for
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math.PR2008★ 12 cited
Individual Risk and Lebesgue Extension without Aggregate Uncertainty
Yeneng Sun, Yongchao Zhang
Many economic models include random shocks imposed on a large number (continuum) of economic agents with individual risk. In this context, an exact law of large numbers and its con…
math.PR2007★ 127 cited
Existence of independent random matching
Darrell Duffie, Yeneng Sun
This paper shows the existence of independent random matching of a large (continuum) population in both static and dynamic systems, which has been popular in the economics and gene…