A Generalization of the Blackwell–Ryll-Nardzewski Measurable Selection Theorem

Abstract

One of the main forms of the measurable selection theorem is connected with the existence of the graph of a measurable mapping in a given measurable set 𝑆 in the product of two measurable spaces 𝑋 and 𝑌 . Such a graph enables one to pick a point in the section 𝑆𝑥 for each 𝑥 in 𝑋 such that the obtained mapping will be measurable. The indicated selection is called a measurable selection of the multi-valued mapping associating to the point 𝑥 the section 𝑆𝑥 , which is a set in 𝑌 . The classical theorem of Blackwell and Ryll-Nardzewski states that a Borel set 𝑆 in the product of two complete separable metric spaces contains the graph of a Borel mapping (hence admits a Borel selection) provided that there is a transition probability on this product with positive measures for all sections of 𝑆 . The main result of this paper gives a generalization to the case where only one of the two spaces is complete separable and the other one is a general measurable space whose points parameterize a family of Borel probability measures on the first space such that the sections of the given set 𝑆 in the product have positive measures.