, Volume 45, Issue 1-2, pp 1-22
Date: 12 Apr 2009

On existence of rich Fubini extensions

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Abstract

This note presents new results on existence of rich Fubini extensions. The notion of a rich Fubini extension was recently introduced by Sun (J Econ Theory 126:31–69, 2006) and shown by him to provide the proper framework to obtain an exact law of large numbers for a continuum of random variables. In contrast to the existence results for rich Fubini extensions established by Sun, the arguments in this note do not use constructions from nonstandard analysis.

Thanks to Manfred Nermuth and Nicholas Yannelis for helpful discussions and suggestions. Thanks also to an anonymous referee for suggestions how to improve the presentation of the material in this paper.