Measure extensions by conditional atoms

Let (\(\Omega\) ;\({\mathcal A};\mu)\) be a probability space and \({\mathcal B}\) any \(\sigma\)-algebra containing \({\mathcal A}\). If \(X\subset \Omega\) is an \({\mathcal A}\)-atom of full \(\mu\)-measure (i.e. \(X\cap {\mathcal B}=X\cap {\mathcal A}\) and \(\mu\) \(*(X)=1)\), \({\tilde \mu}{}_ X:=\mu\) *(X\(\cap \cdot)\) defines a measure extension of \(\mu\) to \({\mathcal B}\) which is an extremal point in the convex set M(\({\mathcal B};\mu)\) of all measure extensions of \(\mu\) to \({\mathcal B}\) [cf. author's paper in Arch. Math. 49, 257-266 (1987; Zbl 0612.28002)]. In the present paper it is shown that, more generally, for any \(\delta\)- system \({\mathcal X}\) of subsets X of full \(\mu\)-measure such that \({\mathcal B}\subset \cup \{{\mathcal B}(X): X\in {\mathcal X}\},\) with \(\sigma\)-algebras \({\mathcal B}(X):=\{B\subset \Omega: B\cap X\in {\mathcal A}\cap X\},\) the corresponding family of measures \({\tilde \mu}_ X\) on \({\mathcal B}(X)\), \(X\in {\mathcal X}\), is compatible, defining an extremal extension \({\tilde \mu}\in ex M({\mathcal B};\mu);\) and conversely, each \(\nu\) \(\in ex M({\mathcal B};\mu)\) arises in this way. A calculus of \({\mathcal A}\)-atoms is then developed to use this result to construct extremal extensions with maximal values on prescribed \({\mathcal A}\)-atoms. For nonatomic \(\mu\), it is shown that \(\{\int f d\nu: \nu \in ex M({\mathcal B};\mu)\}\) is an interval for each bounded \({\mathcal B}\)-measurable function \(f: \Omega\to {\mathbb{R}}\).

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