Geodesic
On a Question of R. L. Dobrušin
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 1, pp. 180-181 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.