Singularity and absolute continuity with respect to strategic measures (Q788135)

Throughout, P(X) denotes the set of finitely additive probability measures defined on all subsets of a set X. In gambling theory, a two step strategy defined on a product set \(X\times Y\) consists of a measure \(\sigma_ 0\in P(X)\) and a family \(\{\sigma_ 1(x,\cdot)\in P(Y):x\in X\}.\) A measure \(\sigma\in P(X\times Y)\) is strategic if there is a strategy \((\sigma_ 0,\sigma_ 1)\) such that \(\int fd\sigma =\int [\int f(x,y)\sigma_ 1(x,dy)]\sigma_ 0(dx)\) for all bounded functions f on \(X\times Y\). Reverse strategic measures arise similarly from pairs \((\tau_ 0,\tau_ 1)\) where \(\tau_ 0\in P(Y)\) and \(\tau_ 1(\cdot,y)\in P(X)\) for all \(y\in Y\); when \(\tau_ 1\) is independent of y, the resulting measure \(\tau\) is a reverse strategic product measure. Generally, the set S of strategic measures is a proper subset of \(P(X\times Y)\). However, it is known that the closure \(\bar S\) and the set S' of probability measures singular to each strategic measure are complementary split faces, that is, \(\bar S\) and S' are convex and each \(\mu\in P(X\times Y)\) is uniquely representable in the form \[ \mu =\lambda \sigma +(1-\lambda)\sigma '\quad for\quad \sigma \in \bar S,\quad \sigma '\in S',\quad 0\leq \lambda \leq 1 \] [\textit{T. E. Armstrong} and \textit{W. Sudderth}, Pac. J. Math. 94, 251-257 (1981; Zbl 0468.28009)]. Properties of these sets and their elements are examined in this paper. For example, the split faces of \(\bar S\) are studied in relation to those of P(X) and P(Y). Also, S' is shown to contain several types of reverse strategic product measures, such as those for which \(\tau_ 0\) and \(\tau_ 1\) are purely finitely additive, and those satisfying certain \(\kappa\)-additivity restrictions. For strategic measures \(\nu\) and \(\sigma\) satisfying \(\nu_ 0<<\sigma_ 0\) and \(\nu_ 1(x,\cdot)<<\sigma_ 1(x,\cdot)\) for all x, the \(\sigma\)-continuous part of \(\nu\) is characterized and, under various additional assumptions, \(\nu<<\sigma\) is obtained. Additional assumptions are necessary, since otherwise such measures may even be mutually singular. A strategic measure \(\sigma\) is proved to be nonatomic assuming \(\sigma_ 0\) is nonatomic and \(\sigma_ 1(x,\cdot)\) is nonatomic for each x. In the case where \(\sigma_ 0\) is atomic and \(\sigma_ 1(x,\cdot)\) is atomic for each x, the atomic and non-atomic parts of \(\sigma\) are described and sufficient conditions for \(\sigma\) to be nonatomic are provided. Other properties studied involve \(\kappa\)-additivity and \(\kappa\)-uniformity where \(\kappa\) is an infinite cardinal. Certain decompositions of strategic measures corresponding to these and related properties are among the results obtained.