INTEGRAL REPRESENTATION IN THE SET OF TRANSITION KERNELS
Abstract: We prove a Choquet-type representation and uniqueness theorem for noncompact
convex sets of transition kernels between a measurable space and a separable metrizable
Radon space. Applications to sets of equivariant kernels and kernels with prescriped values
are given. Furthermore, in the framework of statistical decision theory the representation is
applied to sets of decision rules.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -