Geodesic
Conglomerability and Representations
Journal of convex analysis, Tome 25 (2018) no. 3, pp. 789-815
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We prove results concerning the representation of linear functionals as integrals of a given random quantity X. The existence of such representation is related to the notion of conglomerability, originally introduced by de Finetti and Dubins. We show that this property has interesting applications in probability and in analysis. These include a version of Skorohod theorem, a proof that Brownian motion assumes whatever family of finite dimensional distributions upon a change of the probability measure and a version of the extremal representation theorem of Choquet.
Classification : 28A25, 46A22, 52A41
Mots-clés : Choquet integral representation, conglomerability, Riesz representation, Skhorohod representation, vector lattice 
@article{JCA_2018_25_3_JCA_2018_25_3_a5,
     author = {G. Cassese},
     title = {Conglomerability and {Representations}},
     journal = {Journal of convex analysis},
     pages = {789--815},
     year = {2018},
     volume = {25},
     number = {3},
     url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_3_JCA_2018_25_3_a5/}
}
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G. Cassese. Conglomerability and Representations. Journal of convex analysis, Tome 25 (2018) no. 3, pp. 789-815. http://geodesic.mathdoc.fr/item/JCA_2018_25_3_JCA_2018_25_3_a5/