Certain properties of two-valued measures and the conditions of universal integrability (Q1102397): Difference between revisions

For a semialgebra \({\mathcal L}\) of subsets of a set X let B(X,\({\mathcal L})\) denote the closure (in the sup-norm) of the linear space of \({\mathcal L}\)- step functions. In the paper B(X,\({\mathcal L})\) is described to consist of those functions which are integrable with respect to every two-valued finitely additive measure on \({\mathcal L}\) (substitution of this condition by limit with respect to \({\mathcal L}\)-ultrafilters is also explicitely stated). It is shown that if \({\mathcal L}\) is a product of semialgebras, then for testing belonging to B(X,\({\mathcal L})\) product measures are sufficient. Some remarks on application in the game theory concludes the paper.