On a theorem of Dvoretsky, Wald, and Wolfowitz concerning Liapounov Measures

Abstract

Let ω be a non-empty set, ℱ a Boolean σ-algebra of subsets of Ω, k a natural number, and let m:ℱ→ℝk be a non-atomic vector measure. Then, by the celebrated theorem of Liapounov [11], the range m[3F] = {m(A): A ε ℱ3F} of m is a compact convex subset of ℝk. This theorem has been generalized in a number of ways. For example Kingman and Robertson [8] and Knowles [9] have shown that, under appropriate conditions, results in the same spirit can be proved for measures taking their values in infinite-dimensional vector spaces. Another type of generalization was obtained by Dvoretsky, Wald and Wolfowitz [6,7]. What they do is to take m as above together with a natural number n≥ 1. They then consider the set Knof all vectorswhere (A1 A2,…, An) is an ordered ℱ-measurable partition of Ω (i.e. a partition whose terms A, all belong to ℱ). They prove in [6] that Kn is a compact convex subset of ℝnk and moreover that Kn is equal to the set of all vectors of the formwhere (ϕ1, ϕ2…, ϕn) is an ℱ-measurable partition of unity; i.e. it is an n-tuple of non-negative ϕr on Ω such thatLiapounov's theorem can be obtained as a corollary of this result by taking n= 2.