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Lexicographic probability conditional probability and…词典概率条件概率和.pdf
Lexicographic probability, conditional probability, and
nonstandard probability
Joseph Y. Halpem
Dept. Computer Science
Cornell University
Ithaca, NY 14853
halpern @
http:/home/halpern
May 3, 2001
Abstract
The relationship between Popper spaces (conditional probability spaces that satisfy some reg-
ularity conditions), lexicographic probability systems (LPSs) [Blume, Brandenburger, and Dekel
1991a; Blume, Brandenburger, and Dekel 1991b], and nonstandard probability spaces (NPSs) is
considered. If countable additiVityis assumed, Popper spaces and a subclass of LPSs are equivalent;
without the assumption of countable additivity,the equivalenceno longer holds. If the state space is
finite, LPSs are equivalent to NPSs. However, if the state space is infinite,NPSs are shown to be
more general than LPSs.
1 Introduction
Probability is certainly the most commonly-used approach for representing uncertainty and conditioning
the standard way of updating probabilities in the light of new information. Unfortunately, there is a
well-known problem with conditioning: Conditioning on events of measure 0 is not defined. That
makes it unclear how to proceed if an agent learns something to which she initially assigned probability
0. Although conditioning on events of measure 0 may seem to be of little practical interest, it turns
out to play a critical role in game theory (see, for example, [Blume, Brandenburger, and Dekel 1991a;
Blume, Brandenburger, and
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