A general Fatou Lemma

A general Fatou Lemma is established for a sequence of Gelfand integrable functions from a vector Loeb space to the dual of a separable Banach space or, with a weaker assumption on the sequence, a Banach lattice. A corollary sharpens previous results in the finite-dimensional setting even for the case of scalar measures. Counterexamples are presented to show that the results obtained here are sharp in various aspects. Applications include systematic generalizations of the distribution of correspondences from the case of scalar Loeb spaces to the case of vector Loeb spaces and a proof of the existence of a pure strategy equilibrium in games with private and public information and with compact metric action spaces.