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ʘ iff s R t for all t ʘ
Proposition 3.2 s R
.
The lifting construction satisfies the following useful property.
T and i I p i =
Proposition 3.3 (Left-Decomposable) Suppose
R
S
×
1 .If
( i I p i ·
= i I p i ·
ʘ then ʘ
ʔ i )
R
ʘ i for some set of distributions
{
ʘ i } i I
ʘ i for each i
such that ʔ i R
I .
= i I p i ·
ʘ . We have to find a family of ʘ i such
Proof
Suppose ʔ
ʔ i and ʔ
R
that
ʘ i for each i
(i)
ʔ i R
I .
= i I p i ·
(ii)
ʘ i .
From the alternative characterisation of lifting, Proposition 3.1 , we know that
ʘ
ʔ
=
q j ·
s j
s j R
t j
ʘ
=
q j ·
t j
j J
j J
Define ʘ i to be
q j
ʔ ( s ) ·
ʔ i ( s )
·
t j
s ʔ i
{ j J | s = s j }
Note that ʔ ( s ) can be written as { j J | s = s j } q j and therefore
q j
ʔ ( s ) ·
ʔ i =
ʔ i ( s )
·
s j
s
ʔ i
{
j
J
|
s
=
s j }
Since s j R
t j this establishes (i) above.
To establish (ii) above let us first abbreviate the sum { j J | s = s j }
q j
ʔ ( s ) ·
t j to X ( s ).
Then i I p i ·
ʘ i can be written as
p i · ʔ i ( s )
· X ( s )
s ʔ
i I
ʔ i ( s )
=
p i ·
·
X ( s )
s ʔ
i I
=
ʔ ( s )
·
X ( s )
s ʔ
= i I p i · ʔ i ( s ).
The last equation is justified by the fact th at ʔ ( s )
= { j J | s = s j } q j · t j and therefore we have
Now ʔ ( s )
· X ( s )
p i ·
ʘ i =
q j ·
t j
i
I
s
ʔ
{
j
J
|
s
=
s j }
=
q j ·
t j
j J
=
ʘ
 
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