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Extensions of Measures and the Von Neumann Selection Theorem

Extensions of Measures and the Von Neumann Selection Theorem

Let {X, Bx) be a Blackwell space, where BK is the tr-algebra of Borel sets.Then if a is a finite measure defined on a countably generated sub-cr-algebra B<^BX, o can be extended to a Borel measure t.Equivalently, if Xana yare Blackwell and/: X-*-Y is Borel, and fi is a Borel …