Conglomerability and representations
We prove results concerning the representation of a given distribution by means of a given random quantity. The existence of a solution to this problem is related to the notion of conglomerability, originally introduced by Dubins. We show that this property has many interesting applications in probability as well as in analysis. Based on it we prove versions of the extremal representation theorem of Choquet and of Skhorohod theorem.
|Date of creation:||16 Dec 2015|
|Date of revision:||16 Dec 2015|
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- Karandikar, Rajeeva L., 1988. "A general principle for limit theorems in finitely additive probability: The dependent case," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 189-206, February.
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