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A Comparison of Methods for Constructing Probability Measures on Infinite Product Spaces

Published online by Cambridge University Press:  20 November 2018

Charles W. Lamb
Charles W. Lamb*
Affiliation:
Department of mathematics university of british columbia vancouver, B.C. V6T 1Y4 Canada
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Abstract

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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.

Keywords

Kolmogorov's extension theoremIonescu Tulcea's extension theoremcompact measuresperfect measurestransition functionsquasi-transition functionsPrimary 60A10secondary 28A3528A50
Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 30 , Issue 3 , 01 September 1987 , pp. 282 - 285
Copyright
Copyright © Canadian Mathematical Society 1987

References

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