On a Question of R. L. Dobrušin
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 1, pp. 180-181
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An example of non-existence of a Markov distribution on a measurable space $(X\times Y\times Z,\mathcal{X}\times\mathcal{Y}\times\mathcal{Z})$ with given marginal distributions on $(X\times Y,\mathcal{X}\times \mathcal{Y})$ and $(Y \times Z,\mathcal{Y}\times\mathcal{Z})$ is constructed.
@article{TVP_1964_9_1_a26,
author = {V. V. Sazonov},
title = {On {a~Question} of {R.} {L.~Dobru\v{s}in}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {180--181},
year = {1964},
volume = {9},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1964_9_1_a26/}
}
V. V. Sazonov. On a Question of R. L. Dobrušin. Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 1, pp. 180-181. http://geodesic.mathdoc.fr/item/TVP_1964_9_1_a26/