Armenian Journal of Mathematics

Consistent Systems of Finite Dimensional Distributions

Arzumanian, Victor and Nahapetian, Boris (2015) Consistent Systems of Finite Dimensional Distributions. Armenian Journal of Mathematics, 7 (2). pp. 146-163. ISSN 1829-1163

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In the paper we discuss the problem of description of random fields by means of systems of finite dimensional probability distributions. We present from a unified point of view a survey of the various such systems associated with random fields. Then general system of finite dimensional distributions with a suitable consistency condition is introduced. The properties, relations with other systems, as well as the problems of existence and uniqueness of the corresponding random fields are discussed.

Item Type:Article
Subjects:60-xx Probability theory and stochastic processes
ID Code:688
Deposited By:Professor Anry Nersesyan
Deposited On:10 Dec 2015 23:15
Last Modified:14 Dec 2015 17:14

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