Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy

The solution concept of a Bayesian equilibrium of a Bayesian game is inherently an interim concept. The corresponding ex ante solution concept has been termed a Harsányi equilibrium; examples have appeared in the literature showing that there are Bayesian games with uncountable state spaces that have no Bayesian approximate equilibria but do admit a Harsányi approximate equilibrium, thus exhibiting divergent behaviour in the ex ante and interim stages. Smoothness, a concept from descriptive set theory, has been shown in previous works to guarantee the existence of Bayesian equilibria. We show here that higher rungs in the countable Borel equivalence relation hierarchy can also shed light on equilibrium existence. In particular, hyperfiniteness, the next step above smoothness, is a sufficient condition for the existence of Harsányi approximate equilibria in purely atomic Bayesian games.

Decompositions and measures on countable Borel equivalence relations

We show that the uniform measure-theoretic ergodic decomposition of a countable Borel equivalence relation $(X, E)$ may be realized as the topological ergodic decomposition of a continuous action of a countable group $\Gamma \curvearrowright X$ generating E. We then apply this to the study of the cardinal algebra $\mathcal {K}(E)$ of equidecomposition types of Borel sets with respect to a compressible countable Borel equivalence relation $(X, E)$ . We also make some general observations regarding quotient topologies on topological ergodic decompositions, with an application to weak equivalence of measure-preserving actions.

Incomparable actions of free groups

Suppose that $X$ is a Polish space, $E$ is a countable Borel equivalence relation on $X$, and $\unicode[STIX]{x1D707}$ is an $E$-invariant Borel probability measure on $X$. We consider the circumstances under which for every countable non-abelian free group $\unicode[STIX]{x1D6E4}$, there is a Borel sequence $(\cdot _{r})_{r\in \mathbb{R}}$ of free actions of $\unicode[STIX]{x1D6E4}$ on $X$, generating subequivalence relations $E_{r}$ of $E$ with respect to which $\unicode[STIX]{x1D707}$ is ergodic, with the further property that $(E_{r})_{r\in \mathbb{R}}$ is an increasing sequence of relations which are pairwise incomparable under $\unicode[STIX]{x1D707}$-reducibility. In particular, we show that if $E$ satisfies a natural separability condition, then this is the case as long as there exists a free Borel action of a countable non-abelian free group on $X$, generating a subequivalence relation of $E$ with respect to which $\unicode[STIX]{x1D707}$ is ergodic.

Borel structures and Borel theories

We show that there is a complete, consistent Borel theory which has no “Borel model” in the following strong sense: There is no structure satisfying the theory for which the elements of the structure are equivalence classes under some Borel equivalence relation and the interpretations of the relations and function symbols are uniformly Borel.We also investigate Borel isomorphisms between Borel structures.

Borel equivalence relations which are highly unfree

There is an ergodic, measure preserving, countable Borel equivalence relation E on a standard Borel probability space (X, μ) such that E∣c is not essentially free on any conull C ⊂ X.

The existence of measures of a given cocycle, II: probability measures

Given a Polish space X, a countable Borel equivalence relation E on X, and a Borel cocycle $\rho : E \rightarrow (0, \infty )$, we characterize the circumstances under which there is a probability measure μ on X such that ρ(ϕ−1(x),x)=[d(ϕ*μ)/dμ](x) μ-almost everywhere, for every Borel injection ϕ whose graph is contained in E.

The existence of measures of a given cocycle, I: atomless, ergodic σ-finite measures

Given a Polish space X, a countable Borel equivalence relation E on X, and a Borel cocycle $\rho : E \rightarrow (0, \infty )$, we characterize the circumstances under which there is a suitably non-trivial σ-finite measure μ on X such that, for every Borel injection ϕ whose graph is contained in E, ρ(ϕ−1(x),x)=[d(ϕ*μ)/dμ](x) μ-almost everywhere.

Cofinal families of Borel equivalence relations and quasiorders

Families of Borel equivalence relations and quasiorders that are cofinal with respect to the Borel reducibility ordering. ≤B, are constructed. There is an analytic ideal on ω generating a complete analytic equivalence relation and any Borel equivalence relation reduces to one generated by a Borel ideal. Several Borel equivalence relations, among them Lipschitz isomorphism of compact metric spaces, are shown to be Kσ complete.

Bi-Borel reducibility of essentially countable Borel equivalence relations

This note answers a questions from [2] by showing that considered up to Borel reducibility, there are more essentially countable Borel equivalence relations than countable Borel equivalence relations. Namely:Theorem 0.1. There is an essentially countable Borel equivalence relation E such that for no countable Borel equivalence relation F (on a standard Borel space) do we haveThe proof of the result is short. It does however require an extensive rear guard campaign to extract from the techniques of [1] the followingMessy Fact 0.2. There are countable Borel equivalence relationssuch that:(i) eachExis defined on a standard Borel probability space (Xx, μx); each Ex is μx-invariant and μx-ergodic;(ii) forx1 ≠ x2 and A μxι -conull, we haveExι/Anot Borel reducible toEx2;(iii) if f: Xx → Xxis a measurable reduction ofExto itself then(iv)is a standard Borel space on which the projection functionis Borel and the equivalence relation Ê given byif and only ifx = x′ andzExz′ is Borel;(V)is Borel.We first prove the theorem granted this messy fact. We then prove the fact.(iv) and (v) are messy and unpleasant to state precisely, but are intended to express the idea that we have an effective parameterization of countable Borel equivalence relations by points in a standard Borel space. Examples along these lines appear already in the Adams-Kechris constructions; the new feature is (iii).Simon Thomas has pointed out to me that in light of theorem 4.4 [5] the Gefter-Golodets examples of section 5 [5] also satisfy the conclusion of 0.2.