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List of publications
Journal articles
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M. Ali Khan, Lei Qiao, Kali P. Rath and Yeneng Sun, Modeling large societies: why countable additivity is necessary,
Journal of Economic Theory forthcoming.
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Xiang Sun, Yeneng Sun and Haomiao Yu, The individualistic foundation of equilibrium distribution,
Journal of Economic Theory 189 (2020), Article 105083 (28 pages).
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Wei He and Yeneng Sun, Dynamic games with (almost) perfect information,
Theoretical Economics 15 (2020), 811-859 (plus 36 pages of supplement).
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Jerome Keisler and Yeneng Sun, On the converse law of large numbers,
Illinois Journal of Mathematics 64 (2020), 199-225.
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Xin Feng, Jingfeng Lu and Yeneng Sun, Ex ante efficient mechanism with private entry costs,
Economic Inquiry 58 (2020), 1531-1541.
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Yi-Chun Chen, Wei He, Jiangtao Li and Yeneng Sun, Equivalence of stochastic and deterministic mechanisms,
Econometrica 87 (2019), 1367-1390 (plus 18 pages of supplement).
- Wei He and Yeneng Sun, Pure-strategy equilibria in Bayesian games,
Journal of Economic Theory 180 (2019), 11-49.
- Darrell Duffie, Lei Qiao and Yeneng Sun, Dynamic directed random matching,
Journal of Economic Theory 174 (2018), 124-183.
- Wei He and Yeneng Sun, The necessity of nowhere equivalence,
Advances in Mathematics 325 (2018), 608-639.
- Wei He and Yeneng Sun, Conditional expectation of correspondences and economic applications, Economic Theory 66 (2018) ,265-299.
- Wei He, Xiang Sun and Yeneng Sun, Modeling infinitely many agents, Theoretical Economics
12 (2017), 771-815.
- Xiang Sun and Yeneng Sun, Lei Wu and Nicholas Yannelis, Equilibria and
incentives in private information economies, Journal of Economic
Theory 169 (2017), 474-488.
- Wei He and Yeneng Sun, Stationary Markov perfect equilibria in discounted stochastic games, Journal of Economic
Theory 169 (2017), 35-61.
- Lei Qiao, Yeneng Sun and Zhixiang Zhang, Conditional exact law of large numbers and asymmetric information economies with aggregate
uncertainty, Economic Theory 62 (2016), 43-64.
- Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Strategic uncertainty and the ex-post Nash property in large games, Theoretical Economics 10 (2015), 103-129.
- Yeneng Sun, Lei Wu and Nicholas Yannelis, Incentive compatibility of rational expectations equilibrium in large economies: a counterexample,
Economic Theory Bulletin 1 (2013), 3-10.
- Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Large games with a bio-social typology,
Journal of Economic
Theory 148 (2013), 1122-1149.
- Yeneng Sun, Lei Wu and Nicholas Yannelis, Existence, incentive
compatibility and efficiency of the rational expectations
equilibrium,
Games and Economic Behavior 76 (2012) 329-339.
- Darrell Duffie and Yeneng Sun, The exact law of large numbers for independent random matching,
Journal of Economic
Theory 147 (2012), 1105-1139.
- Jerome Keisler and Yeneng Sun, Why saturated probability spaces are necessary,
Advances in Mathematics 221 (2009), 1584-1607.
- Peter Loeb and Yeneng Sun, Purification and saturation,
Proceedings of the
American Mathematical Society 137 (2009), 2719-2724.
- Yeneng Sun and Yongchao Zhang, Individual risk and Lebesgue extension
without aggregate uncertainty, Journal of Economic
Theory 144 (2009), 432-443.
- Ali Khan, Yeneng Sun, Rabee Tourky and Zhixiang Zhang, Similarity of differential information with subjective prior beliefs,
Journal of Mathematical Economics
44 (2008), 1024-1039.
- Peter Hammond and Yeneng Sun, Monte Carlo simulation of
macroeconomic risk with a continuum of
agents: the general case,
Economic Theory 36 (2008), 303-325.
- Yeneng Sun and Nicholas Yannelis, Saturation and the integration of
Banach valued correspondence,
Journal of Mathematical Economics 44 (2008), 861-865.
- Yeneng Sun and Nicholas Yannelis, Ex ante efficiency implies incentive compatibility,
Economic Theory 36 (2008), 35-55.
- Peter Loeb and Yeneng Sun, A general Fatou lemma,
Advances in Mathematics 213 (2007), 741-762.
- Yeneng Sun and Nicholas Yannelis, Perfect competition in asymmetric
information economies: compatibility of efficiency and incentives,
Journal of Economic
Theory 134 (2007), 175-194.
- Darrell Duffie and Yeneng Sun, Existence of independent random matching,
Annals of Applied Probability 17 (2007), 386-419.
- Haifeng Fu, Yeneng Sun, Nicholas Yannelis and Zhixiang Zhang,
Pure-strategy equilibria in games with private and public information,
Journal of Mathematical Economics 43 (2007), 523-531.
- Sergio Albeverio, Yeneng Sun and Jiang-Lun Wu, Martingale property of
empirical processes,
Transactions of the American
Mathematical Society 359 (2007), 517-527.
- Yeneng Sun and Nicholas Yannelis, Core, equilibria and incentives in large asymmetric information economies,
Games and Economic Behavior 61 (2007), 131-155.
- Peter Loeb and Yeneng Sun, Purification of measure-valued maps,
Illinois Journal of Mathematics 50 (2006), 747-762.
- Ali Khan, Kali Rath, and Yeneng Sun,
The Dvoretzky-Wald-Wolfowitz Theorem and purification in atomless
finite-action games,
International Journal
of Game Theory 34 (2006), 91-104.
- Peter Hammond and Yeneng Sun,
The essential equivalence of pairwise and mutual
conditional independence,
Probability Theory and Related Fields 135 (2006),
415-427.
- Yeneng Sun, The exact law of large numbers via Fubini extension and
characterization of insurable risks, Journal of Economic
Theory 126 (2006), 31-69.
- Peter Hammond and Yeneng Sun, Joint measurability and the one-way
Fubini property
for a continuum of independent random variables, Proceedings of the
American Mathematical Society 134 (2006), 737-747.
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Peter Loeb, Horst
Osswald, Yeneng Sun and Zhixiang Zhang, Uncorrelatedness and orthogonality
for vector-valued processes,
Transactions of the American
Mathematical Society
356 (2004) 3209-3225.
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Jerome Keisler and
Yeneng Sun, A metric on
probabilities, and
products of Loeb spaces,
Journal of the London Mathematical Society
69 (2004), 258-272.
- Ali Khan and Yeneng Sun, Exact arbitrage, well-diversified
portfolios
and asset pricing in large markets, Journal of Economic
Theory 110 (2003), 337-373.
- Ali Khan and Yeneng Sun, Exact arbitrage and portfolio analysis in
large asset markets,
Economic Theory 22 (2003), 495-528.
- Peter Hammond and Yeneng Sun, Monte Carlo simulation of
macroeconomic
risk with a continuum of agents: the symmetric case,
Economic Theory 21 (2003), 743-766.
- Josef Berger, Horst Osswald, Yeneng Sun, Jiang-Lun Wu,
On nonstandard product measure spaces,
Illinois Journal of
Mathematics 46 (2002), 319-330.
- Ali Khan and Yeneng Sun, Asymptotic arbitrage and the APT with or
without measure-theoretic structures, Journal of Economic
Theory 101 (2001), 222-251.
- Yeneng Sun, The complete removal of individual uncertainty: multiple
optimal choices and random economies,
Economic Theory 14 (1999), 507-544.
- Ali Khan and Yeneng Sun,
Weak
measurability and characterizations of
risk,
Economic Theory 13 (1999), 541-560.
- Ali Khan and Yeneng Sun,
Non-cooperative games on hyperfinite Loeb
spaces,
Journal of Mathematical Economics 31 (1999),
455-492.
- Ali Khan, Kali Rath, and Yeneng Sun,
On a private information game
without pure strategy equilibria,
Journal of Mathematical Economics 31 (1999),
341-359.
- Yeneng Sun,
The almost equivalence of pairwise and mutual
independence and the duality with exchangeability,
Probability Theory and Related Fields 112 (1998),
425-456.
- Yeneng Sun,
A theory of hyperfinite processes: the complete
removal of individual uncertainty via exact LLN,
Journal of Mathematical Economics 29 (1998),
419-503.
- Yeneng Sun,
Integration of correspondences on Loeb spaces,
Transactions of the American Mathematical Society
349 (1997),
129-153.
- Ali Khan and Yeneng Sun,
The
capital-asset-pricing model
and arbitrage pricing theory: a unification,
Proceedings of the
National Academy of Sciences of the United
States of America
94 (1997), 4229-4232.
- Ali Khan, Kali Rath, and Yeneng Sun,
On the existence of
pure strategy equilibria in games with a continuum
of players, Journal of Economic Theory
76
(1997), 13-46.
- Yeneng Sun,
Hyperfinite law of large numbers,
The Bulletin of Symbolic Logic
2 (1996),
189-198.
- Yeneng Sun,
Distributional properties of correspondences on Loeb spaces,
Journal of Functional Analysis 139
(1996), 68-93.
- Ali Khan and Yeneng Sun, Integrals of set-valued
functions with a countable range,
Mathematics of Operations
Research 21 (1996), 946-954.
- Yeneng Sun,
Isomorphisms for convergence structures II: Borel spaces and
infinite measures,
Advances in Mathematics 124 (1996),
77-93.
- Ali Khan and Yeneng Sun,
Nonatomic games on Loeb spaces,
Proceedings of the
National Academy of Sciences of the United
States of America
93 (1996), 15518-15521.
- Yeneng Sun,
Isomorphisms for convergence structures,
Advances in Mathematics 116 (1995),
322-355.
- Ali Khan and Yeneng Sun,
Pure strategies
in games with private information,
Journal of Mathematical Economics 24
(1995), 633-653.
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Kali Rath, Yeneng Sun, and Shinji Yamashige,
The
nonexistence of symmetric equilibria
in annonymous games with compact action spaces,
Journal of Mathematical Economics 24
(1995), 331-346.
-
Ali Khan and Yeneng Sun,
Extremal structures and symmetric
equilibria with countable
actions,
Journal of Mathematical Economics
24 (1995), 239-248.
- Ali Khan and Yeneng Sun, The marriage lemma and large anonymous games with
countable actions,
Mathematical Proceedings of the Cambridge Philosophical Society
117 (1995), 385-387.
- Yeneng Sun, A remark on the trace of some Riesz operators,
Archiv der Mathematik 63 (1994), 530-534.
- Yeneng Sun, On metric theorems in the theory of uniform distribution,
Compositio Mathematica
86 (1993), 15-21.
- Yeneng Sun, Some properties of uniformly distributed sequences,
Journal of Number
Theory 44 (1993), 273-280.
- Yeneng Sun, On the theory of vector valued Loeb measures and integration,
Journal of Functional Analysis 104 (1992), 327-362.
- Horst Osswald and Yeneng Sun,
On the
extensions of vector valued Loeb
measures, Proceedings of the American
Mathematical Society
111 (1991), 663-675.
- Ali Khan and Yeneng Sun, On a reformulation of Cournot-Nash
equilibria,
Journal of Mathematical Analysis and Applications
146 (1990), 442-460.
- Ali Khan and Yeneng Sun, On complete regularity of space of economic
agents endowed with the order topology,
Archiv der Mathematik
54 (1990), 389-396.
- Yeneng Sun, A Banach space in which a ball is contained in
the range of some
countably additive measure is superreflexive, Canadian Mathematical
Bulletin 33 (1990), 45-49.
- Yeneng Sun, A nonstandard proof of the Riesz
representation theorem for
weakly compact operators on C(Omega),
Mathematical Proceedings
of the Cambridge Philosophical Society 105 (1989),
141-145.
Articles in volumes
- Yeneng Sun, New understanding of stochastic independence, in Nonstandard
Analysis for the Working Mathematician (Peter Loeb and Manfred Wolff eds.), Second edition, Springer, 2015, 321-345.
- Yeneng Sun, Nonstandard analysis in mathematical economics, in Nonstandard
Analysis for the Working Mathematician (Peter Loeb and Manfred Wolff eds.), Second edition, Springer, 2015, 349-399.
- Ali Khan and Yeneng Sun, Non-cooperative
games with many players, in Handbook of Game Theory with Economic Applications Volume
III (Robert Aumann and Sergiu Hart eds), Elsevier
Science, Amsterdam, 2002, pp. 1761-1808.
- Xiaoai Lin, Xia Liu and Yeneng Sun,
The necessity of no asymptotic arbitrage in APT pricing, in Recent
Developments in Mathematical Finance
(Jiongmin Yong ed.), World Scientific, Singapore, 2002, pp. 181-189.
- H. Jerome Keisler and Yeneng Sun, Loeb measures and Borel algebras,
in Reuniting
the Antipodes - Constructive and Nonstandard Views of the Continuum
(Ulrich Berger, Horst Osswald and Peter Schuster eds.),
Kluwer Academic Publishers, Dordrecht, 2001,
pp. 111-117.
- Yeneng Sun, Conventional operations on nonstandard constructions,
in Nonstandard Analysis for the Working Mathematician (Peter Loeb and
Manfred Wolff eds.), Mathematics and its Applications, Volume 510,
Kluwer Academic Publishers, Dordrecht, 2000, pp. 235-257.
- Yeneng Sun, Nonstandard analysis in mathematical economics,
in
Nonstandard
Analysis for the Working Mathematician (Peter Loeb and
Manfred Wolff eds.), Mathematics and its Applications, Volume 510,
Kluwer Academic Publishers, Dordrecht, 2000, pp. 261-305.
- Ali Khan and Yeneng Sun, On
Loeb measure spaces and their
significance for non-cooperative game theory, in
Current and Future Directions in Applied Mathematics (M. Albers,
B. Hu, J. Rosenthal eds.), Birkhauser, Boston, 1997, pp. 183-218.
- Ali Khan, Kali Rath, and Yeneng Sun,
Pure-strategy Nash equilibrium points in
non-anonymous games,
in Game Theoretical Applications to Economics and Operations
Research (T. Parthasarathy, B. Dutta, J. Potters, T. E. S.
Raghavan,
D. Ray and A. Sen eds.), Kluwer Academic Publishers, 1997, pp. 113-127.
- Yeneng Sun, On uniform distribution of sequences,
in Convergence in Ergodic Theory and Probability (V. Bergelson, P. March,
and J. Rosenblatt eds.), Ohio State University Mathematical Research
Publications Vol. 5, Walter De Gruyter, Berlin, 1996, pp. 405-419.
- Ali Khan and Yeneng Sun, On large games with finite actions:
a synthetic treatment, in Nonlinear and Convex Analysis in Economic Theory
(T. Maruyama and W. Takahashi ed.), Lecture Notes in Economics and
Mathematical Systems, Vol. 419, Springer-Verlag, 1995, pp.
149-161; this paper has been translated together with
three other selected papers in the proceedings into Japanese by
Japanese scholars and was published in a special issue
of the Mita Journal of Economics
87 (1994) (the relevant page numbers for this translated paper are 73-84).
- Ali Khan and Yeneng Sun, On symmetric Cournot-Nash
equilibrium distributions in
a finite-action, atomless game, in Equilibrium Theory
in Infinite Dimensional Spaces (M. A. Khan and N. C. Yannelis eds.),
Springer-Verlag, New York, 1991, pp. 325-332.