Purification of measure-valued maps
Loeb, Peter ; Sun, Yeneng
Illinois J. Math., Tome 50 (2006) no. 1-4, p. 747-762 / Harvested from Project Euclid
Given a measurable mapping $f$ from a nonatomic Loeb probability space $(T,\mathcal{T},P)$ to the space of Borel probability measures on a compact metric space $A$, we show the existence of a measurable mapping $g$ from $(T,\mathcal{T},P)$ to $A$ itself such that $f$ and $g$ yield the same values for the integrals associated with a countable class of functions on $T\times A$. A corollary generalizes the classical result of Dvoretzky-Wald-Wolfowitz on purification of measure-valued maps with respect to a finite target space; the generalization holds when the domain is a nonatomic, vector-valued Loeb measure space and the target is a complete, separable metric space. A counterexample shows that the generalized result fails even for simple cases when the restriction of Loeb measures is removed. As an application, we obtain a strong purification for every mixed strategy profile in finite-player games with compact action spaces and diffuse and conditionally independent information.
Publié le : 2006-05-15
Classification:  28E05,  03H05,  91A06
@article{1258059490,
     author = {Loeb, Peter and Sun, Yeneng},
     title = {Purification of measure-valued maps},
     journal = {Illinois J. Math.},
     volume = {50},
     number = {1-4},
     year = {2006},
     pages = { 747-762},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258059490}
}
Loeb, Peter; Sun, Yeneng. Purification of measure-valued maps. Illinois J. Math., Tome 50 (2006) no. 1-4, pp.  747-762. http://gdmltest.u-ga.fr/item/1258059490/