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We consider Salim Rashid’s asymptotic version of David Schmeidler’s theorem on the purification of Nash equilibria. We show that, in contrast to what is stated, players’ payoff functions have to be selected from an equicontinuous family in order for Rashid’s theorem to hold. That is, a bound on the diversity of payoffs is needed in order for such asymptotic result to be valid.
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Carmona, Guilherme, On the Purification of Nash Equilibria of Large Games (September, 2003). FEUNL Working Paper Series No. 436
