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Published online by Cambridge University Press: 09 April 2009
J. F. C. Kingman (1967) proved that if {φn}, n = 1, 2, …, N is any set of Radon-Nikodym derivatives of λn w.r.t. μn, when λn, μn are the restrictions of λ, μ respectively to a sub σ-algebra Gn of G then where bn ≧ 0 ∀n and .