A Comparison of Methods for Constructing Probability Measures on Infinite Product Spaces
Canadian mathematical bulletin, Tome 30 (1987) no. 3, pp. 282-285
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The construction, from a consistent family of finite dimensional probability measures, of a probability measure on a product space when the marginal measures are perfect is shown to follow from a classical theorem due to Ionescu Tulcea and known results on the existence of regular conditional probability functions.
Mots-clés :
Kolmogorov's extension theorem, Ionescu Tulcea's extension theorem, compact measures, perfect measures, transition functions, quasi-transition functions, Primary 60A10, secondary 28A35, 28A50
Lamb, Charles W. A Comparison of Methods for Constructing Probability Measures on Infinite Product Spaces. Canadian mathematical bulletin, Tome 30 (1987) no. 3, pp. 282-285. doi: 10.4153/CMB-1987-040-x
@article{10_4153_CMB_1987_040_x,
author = {Lamb, Charles W.},
title = {A {Comparison} of {Methods} for {Constructing} {Probability} {Measures} on {Infinite} {Product} {Spaces}},
journal = {Canadian mathematical bulletin},
pages = {282--285},
year = {1987},
volume = {30},
number = {3},
doi = {10.4153/CMB-1987-040-x},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1987-040-x/}
}
TY - JOUR AU - Lamb, Charles W. TI - A Comparison of Methods for Constructing Probability Measures on Infinite Product Spaces JO - Canadian mathematical bulletin PY - 1987 SP - 282 EP - 285 VL - 30 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1987-040-x/ DO - 10.4153/CMB-1987-040-x ID - 10_4153_CMB_1987_040_x ER -
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