THE EXISTENCE OF PROBABILITY-MEASURES WITH GIVEN MARGINALS
成果类型:
Article
署名作者:
SKALA, HJ
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176989396
发表日期:
1993
页码:
136-142
关键词:
摘要:
In an important paper, Strassen discussed the existence of measures on product spaces with given marginals in the context of Polish spaces. We generalize his results to arbitrary Hausdorff spaces and indicate some applications such as measures with given support and stochastic inequalities on partially ordered Hausdorff spaces, In the second part of our paper, we state two results on the general moment problem, thus generalizing earlier theorems due to Kemperman.
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