A Kolmogorov Consistency Theorem in the Multiple Probabilities Setting

Victor Ivanenko; Illia Pasichnichenko

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arXiv · 1611.00214

A Kolmogorov Consistency Theorem in the Multiple Probabilities Setting

Victor Ivanenko·Illia Pasichnichenko

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Abstract

We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures, provided that the sets of finite-dimensional distributions are consistent.

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Victor Ivanenko, Illia Pasichnichenko. 2016-11-01. A Kolmogorov Consistency Theorem in the Multiple Probabilities Setting. https://arxiv.org/abs/1611.00214

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