A Kolmogorov Consistency Theorem in the Multiple Probabilities Setting
Probability
2016-11-02 v1
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.
Cite
@article{arxiv.1611.00214,
title = {A Kolmogorov Consistency Theorem in the Multiple Probabilities Setting},
author = {Victor Ivanenko and Illia Pasichnichenko},
journal= {arXiv preprint arXiv:1611.00214},
year = {2016}
}