Modeling Unawareness in Arbitrary State Spaces

I develop a set-theoretic model of unawareness without making any structural assumptions on the underlying state space. Unawareness is characterized as a measurability constraint that results in players' reasoning about a “coarse" subjective algebra of events. The model is shown to be essentially equivalent to the product model in Li (2007), indicating that such a measurability constraint can be captured by restrictions on the dimensions of the state space without loss of generality. I use a variant of the partition model to examine the case of partial unawareness, where the player is aware of a question but unaware of some possible answers to that question, and characterize the player's knowledge hierarchies from his subjective perspective.