Accession Number : ADA186011

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

Descriptive Note : Technical rept. Sep 86-Sep 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Kallenberg, Olav

PDF Url : ADA186011

Report Date : Jun 1987

Pagination or Media Count : 25

Abstract : A short elementary proof is given of the Daniell Kolmogorov existence theorem for probability measures on product spaces, assuming nothing but the existence of Lebesgue measure on the unit interval. Related approaches are used to prove the existence of regular conditional distributions directly on Polish spaces, and to establish the existence of random measures and sets with given finite dimensional distributions or hitting probabilities, respectively. Keywords: Measures on product spaces; Regular conditional distributions; Random measures; Sets and point field; Finite dimensional distributions; Hitting probabilities.

Descriptors :   *MEASURE THEORY, INTERVALS, PROBABILITY, SIZES(DIMENSIONS), DISTRIBUTION FUNCTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE