Supplement to Common Knowledge
Proof of Proposition 2.4
Proposition 2.4.If \(\omega \in \mathbf{K}^*_N (E)\) and \(E \subseteq F\), then \(\omega \in \mathbf{K}^*_N (F)\).
Proof.
If \(E \subseteq F\), then as we observed earlier,
\(\mathbf{K}_i (E) \subseteq \mathbf{K}_i (F)\), so
If we now set \(E' = \mathbf{K}^n_{N}(E)\) and \(F' = \mathbf{K}^n_N(F),\) then by the argument just given we have
\[ \mathbf{K}^{n+1}_N(E) = \mathbf{K}^1_N(E') \subseteq \mathbf{K}^1_N(F') = \mathbf{K}^{n+1}_N(F) \]so we have \(m\)th level mutual knowledge for every \(n \ge 1\).
Hence
\[ \text{if } \omega \in \bigcap_{n=1}^{\infty} \mathbf{K}^n_N(E) \text{ then } \omega \in \bigcap_{n=1}^{\infty} \mathbf{K}^n_N(F). \]\(\Box\)