List of Publications

Journal articles

  1. Wei He, Xiang Sun and Yeneng Sun, Modeling infinitely many agents, Theoretical Economics, published online.

  2. Lei Qiao, Yeneng Sun and Zhixiang Zhang, Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty, Economic Theory, published online.

  3. 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.

  4. 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.

  5. Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Large games with a bio-social typology, Journal of Economic Theory 148 (2013), 1122-1149.

  6. 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.

  7. Darrell Duffie and Yeneng Sun, The exact law of large numbers for independent random matching, Journal of Economic Theory 147 (2012), 1105-1139.

  8. Jerome Keisler and Yeneng Sun, Why saturated probability spaces are necessary, Advances in Mathematics 221 (2009), 1584-1607.

  9. Peter Loeb and Yeneng Sun, Purification and saturation, Proceedings of the American Mathematical Society 137 (2009), 2719-2724.

  10. Yeneng Sun and Yongchao Zhang, Individual risk and Lebesgue extension without aggregate uncertainty, Journal of Economic Theory 144 (2009), 432-443.

  11. 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.

  12. 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.

  13. Yeneng Sun and Nicholas Yannelis, Saturation and the integration of Banach valued correspondence, Journal of Mathematical Economics 44 (2008), 861-865.

  14. Yeneng Sun and Nicholas Yannelis, Ex ante efficiency implies incentive compatibility, Economic Theory 36 (2008), 35-55.

  15. Peter Loeb and Yeneng Sun, A general Fatou lemma, Advances in Mathematics 213 (2007), 741-762.

  16. Yeneng Sun and Nicholas Yannelis, Perfect competition in asymmetric information economies: compatibility of efficiency and incentives, Journal of Economic Theory 134 (2007), 175-194.

  17. Darrell Duffie and Yeneng Sun, Existence of independent random matching, Annals of Applied Probability 17 (2007), 386-419.

  18. 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.

  19. Sergio Albeverio, Yeneng Sun and Jiang-Lun Wu, Martingale property of empirical processes, Transactions of the American Mathematical Society 359 (2007), 517-527.

  20. Yeneng Sun and Nicholas Yannelis, Core, equilibria and incentives in large asymmetric information economies, Games and Economic Behavior 61 (2007), 131-155.

  21. Peter Loeb and Yeneng Sun, Purification of measure-valued maps, Illinois Journal of Mathematics 50 (2006), 747-762.

  22. 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.

  23. Peter Hammond and Yeneng Sun, The essential equivalence of pairwise and mutual conditional independence, Probability Theory and Related Fields 135 (2006), 415-427.

  24. Yeneng Sun, The exact law of large numbers via Fubini extension and characterization of insurable risks, Journal of Economic Theory 126 (2006), 31-69.

  25. 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.

  26. 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.

  27. Jerome Keisler and Yeneng Sun, A metric on probabilities, and products of Loeb spaces, Journal of the London Mathematical Society 69 (2004), 258-272.

  28. Ali Khan and Yeneng Sun, Exact arbitrage, well-diversified portfolios and asset pricing in large markets, Journal of Economic Theory 110 (2003), 337-373.

  29. Ali Khan and Yeneng Sun, Exact arbitrage and portfolio analysis in large asset markets, Economic Theory 22 (2003), 495-528.

  30. 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.

  31. Josef Berger, Horst Osswald, Yeneng Sun, Jiang-Lun Wu, On nonstandard product measure spaces, Illinois Journal of Mathematics 46 (2002), 319-330.

  32. Ali Khan and Yeneng Sun, Asymptotic arbitrage and the APT with or without measure-theoretic structures, Journal of Economic Theory 101 (2001), 222-251.

  33. Yeneng Sun, The complete removal of individual uncertainty: multiple optimal choices and random economies, Economic Theory 14 (1999), 507-544.

  34. Ali Khan and Yeneng Sun, Weak measurability and characterizations of risk, Economic Theory 13 (1999), 541-560.

  35. Ali Khan and Yeneng Sun, Non-cooperative games on hyperfinite Loeb spaces, Journal of Mathematical Economics 31 (1999), 455-492.

  36. Ali Khan, Kali Rath, and Yeneng Sun, On a private information game without pure strategy equilibria, Journal of Mathematical Economics 31 (1999), 341-359.

  37. Yeneng Sun, The almost equivalence of pairwise and mutual independence and the duality with exchangeability, Probability Theory and Related Fields 112 (1998), 425-456.

  38. Yeneng Sun, A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN, Journal of Mathematical Economics 29 (1998), 419-503.

  39. Yeneng Sun, Integration of correspondences on Loeb spaces, Transactions of the American Mathematical Society 349 (1997), 129-153.

  40. 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 (communicated by Paul A. Samuelson).

  41. 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.

  42. Yeneng Sun, Hyperfinite law of large numbers, The Bulletin of Symbolic Logic 2 (1996), 189-198.

  43. Yeneng Sun, Distributional properties of correspondences on Loeb spaces, Journal of Functional Analysis 139 (1996), 68-93.

  44. Ali Khan and Yeneng Sun, Integrals of set-valued functions with a countable range, Mathematics of Operations Research 21 (1996), 946-954.

  45. Yeneng Sun, Isomorphisms for convergence structures II: Borel spaces and infinite measures, Advances in Mathematics 124 (1996), 77-93.

  46. 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 (communicated by Lionel W. McKenzie).

  47. Yeneng Sun, Isomorphisms for convergence structures, Advances in Mathematics 116 (1995), 322-355.

  48. Ali Khan and Yeneng Sun, Pure strategies in games with private information, Journal of Mathematical Economics 24 (1995), 633-653.

  49. 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.

  50. Ali Khan and Yeneng Sun, Extremal structures and symmetric equilibria with countable actions, Journal of Mathematical Economics 24 (1995), 239-248.

  51. 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.

  52. Yeneng Sun, A remark on the trace of some Riesz operators, Archiv der Mathematik 63 (1994), 530-534.

  53. Yeneng Sun, On metric theorems in the theory of uniform distribution, Compositio Mathematica 86 (1993), 15-21.

  54. Yeneng Sun, Some properties of uniformly distributed sequences, Journal of Number Theory 44 (1993), 273-280.

  55. Yeneng Sun, On the theory of vector valued Loeb measures and integration, Journal of Functional Analysis 104 (1992), 327-362.

  56. Horst Osswald and Yeneng Sun, On the extensions of vector valued Loeb measures, Proceedings of the American Mathematical Society 111 (1991), 663-675.

  57. Ali Khan and Yeneng Sun, On a reformulation of Cournot-Nash equilibria, Journal of Mathematical Analysis and Applications 146 (1990), 442-460.

  58. 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.

  59. 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.

  60. 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

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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).

  12. 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.