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†
ʘ if and only if ʘ can
Lemma 6.5
For subdistributions over a finite set S, ʔ
R
be written in the form
s
∈
ʔ
ʔ
(
s
)
·
ʘ
s
where each ʘ
s
∈
R
(
s
)
.
=
s
∈
ʔ
†
ʘ
,it
Proof
Suppose
ʘ
ʔ
(
s
)
·
ʘ
s
with
ʘ
s
∈
R
(
s
). To show that
ʔ
R
†
ʘ
s
for each
s
†
suffices to prove that
s
R
∈
ʔ
,as
R
is linear. Since
ʘ
s
∈
R
(
s
),
we can rewrite
ʘ
s
as
ʘ
s
=
i
∈
I
p
i
·
ʘ
i
s
where
ʘ
i
s
∈
R
(
s
) for some finite index set
=
i
∈
I
p
i
·
†
ʘ
s
.
I
. The fact that
s
s
and
s
R
ʘ
i
s
yields that
s
R
†
ʘ
. By Lemma
6.1
we have that
Conversely, suppose
ʔ
R
ʔ
=
p
i
·
s
i
s
i
R
ʘ
i
ʘ
=
p
i
·
ʘ
i
.
(6.2)
i
∈
I
i
∈
I
=
i
∈
I
s
p
i
. Hence, we
For each
s
∈
ʔ
, let
I
s
={
i
∈
I
|
s
i
=
s
}
. Note that
ʔ
(
s
)
can rewrite
ʘ
as follows:
=
s
∈
ʔ
i
∈
I
s
p
i
·
ʘ
ʘ
i
=
s
∈
ʔ
(
i
∈
I
s
p
i
ʔ
(
s
)
·
ʔ
(
s
)
·
ʘ
i
)
Since the subdistribution
i
∈
I
s
p
i
ʔ
(
s
)
·
ʘ
i
is a convex combination of
{
ʘ
i
|
i
∈
I
s
}
,it
must be in
R
(
s
) due to (
6.2
), and the result follows.
Theorem 6.4 (Infinite Linearity)
Suppose
R
is a relation over S
×
D
sub
(
S
)
, where S
is finite and
i
≥
0
p
i
=
†
ʘ
i
implies
(
i
≥
0
p
i
·
(
i
≥
0
p
i
·
†
1
. Then ʔ
i
R
ʔ
i
)
R
ʘ
i
)
.
Suppose
i
≥
0
p
i
=
†
Proof
1 and
ʔ
i
R
ʘ
i
for each
i
≥
0. Let
ʔ
,
ʘ
denote
i
≥
0
p
i
·
ʔ
i
and
i
≥
0
p
i
·
†
ʘ
. By Lemma
6.5
ʘ
i
, respectively. We have to show
ʔ
R
it is sufficient to show
ʘ
=
ʔ
(
s
)
·
ʓ
s
,
(6.3)
s
∈
ʔ
where
ʓ
s
∈
R
.
By the same lemma we know that for each
i
(
s
) for each
s
∈
ʔ
†
ʘ
i
,
≥
0, since
ʔ
i
R
ʘ
i
=
ʔ
i
(
s
)
·
ʘ
i
s
with
ʘ
i
s
∈
R
(
s
)
.
(6.4)
s
∈
ʔ
i
Therefore,
=
i
≥
0
p
i
·
(
s
∈
ʔ
i
ʔ
i
(
s
)
·
ʘ
ʘ
i
s
)
=
s
∈
ʔ
i
≥
0
(
p
i
·
ʘ
i
s
Let
w
i
denote
p
i
·
ʔ
i
(
s
) and note that
ʔ
(
s
) is the infinite sum
i
≥
0
w
i
. Therefore,
we can continue:
ʔ
i
(
s
))
·
=
s
∈
ʔ
i
≥
0
w
i
·
ʘ
ʘ
i
s
=
s
∈
ʔ
ʔ
(
s
)
(
i
≥
0
w
i
·
ʔ
(
s
)
·
ʘ
i
s
)
.
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