=+36.7. Not all systems of finite-dimensional distributions can be realized by stochastic processes for which 22 is
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=+36.7. Not all systems of finite-dimensional distributions can be realized by stochastic processes for which 22 is the unit interval. Show that there is on the unit interval with Lebesgue measure no process [ X ,: t ≥ 0] for which the X, are independent and assume the values 0 and 1 with probability ; each. Compare Problem 1.1.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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