A note on Rainwater's Theorem

Abstract

We extend Rainwater's theorem that, for Baire measures on a compact Hausdorff space,a measure singular with respect to any measure from a $w^{\ast }$-compact convex set $M$ of probability measures sits on a Baire set which is $\mu$-null for every $\mu \in M$. Our main result shows that this statement holds under the weaker assumption of convex analyticity of $M$. In the standard way, this extends the Glicksberg--König--Seever decomposition theorem. We also give conditions for our results to hold for sets of signed measures.