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An Elementary Approach to the Daniell-Kolmogorov Theorem and Some Related Results

✍ Scribed by Olav Kallenberg

Publisher: John Wiley and Sons
Year: 1988
Tongue: English
Weight: 799 KB
Volume: 139
Category: Article
ISSN: 0025-584X
DOI: 10.1002/mana.19881390123

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✦ Synopsis

We give a short elementary proof of the DAMELL-KOLXOGOROV existence theorem for probability measures on product spaces, assuming nothing but the existence of LEBESGUE mensure on the unit interval. Related approaches are used to prove the existence of regular conditional distributions directly on Polish spaces, and t o establish the existence of random measures and sets with given finite-dimensional distributions or hitting probabilities, respectively.

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