A general Fatou lemma (Q2370615)

Here the authors study a general Fatou lemma for a sequence of Gelfand integrable functions from a vector Loeb space (i) to the dual of a separable Banach space and (ii) to a separable Banach lattice. Corollaries to their theorems sharpen some previous results. Counterexamples are presented to show that the results obtained here are sharp in various aspects. As an application of their theorem they develop systematic generalizations of the distribution of correspondences from scalar Loeb spaces to vector Loeb spaces. They then show the existence of a pure strategy equilibrium for finite games with private and public information and with compact metric action spaces.