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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 2, Pages 153–169 (Mi tvp4710)  

This article is cited in 124 scientific papers (total in 124 papers)

Consistent Families of Measures and Their Extensions

N. N. Vorob'ev

Leningrad
Abstract: Let $\Sigma$ be a family of Borel fields of subsets of a set $S$ and $\mu_{\mathfrak{S}}$ probabilistic measures on measurable spaces $\langle{\mathfrak{S},S}\rangle$, where $\mathfrak{S}\in\Sigma$. The family of measures $\mu_{\mathfrak{S}}$, $\mathfrak{S}\in\Sigma$, is denoted by $\mu_\Sigma$.
The measures $\mu_{\mathfrak{S}_1}$ and $\mu_{\mathfrak{S}_2}$ are said to be consistent if $\mu_{\mathfrak{S}_1}(A)=\mu_{\mathfrak{S}_2}(A)$ for any $A\in\mathfrak{S}_1\cap\mathfrak{S}_2$. If any pair of measures of the family $\mu_\Sigma $ is consistent, the family itself is referred to as consistent.
The consistent family $\mu_\Sigma$ is said to be extendable if there is a measure $\mu_{[\Sigma]}$ on the measurable space $\langle{[\Sigma ],S}\rangle$ consistent with each measure of $\mu_\Sigma$($[\Sigma]$ is the smallest Borel field containing all $\mathfrak{S}\in\Sigma$).
For the purposes of the theory of games the following special case of extendability is important. Let ${\mathfrak{K}}$ be a finite complete complex and $M$ the set of its vertices. Let a finite set $S_a$ correspond to each vertex a of ${\mathfrak{K}}$ and the set $S_A=\Pi _{\alpha\in A}S_\alpha$ to each subset $A\subset M$. Let
$$ \mathfrak{S}_K=\left\{{X_K:X_K=Y_K\times S_{M\setminus K},\,Y_K\subset S_K}\right\},\quad K\in{\mathfrak{K}};$$
$\mu _K$ is a measure on $\left\langle{\mathfrak{S}_K ,S_M}\right\rangle$ and $\mu _{\mathfrak{K}}$ is the family of all such measures. The extendability of the family $\mu _{\mathfrak{K}}$ is closely related with the combinatorial properties of the complex ${\mathfrak{K}}$.
Any maximal face of the complex ${\mathfrak{K}}$ is said to be an extreme face if it has proper vertices (i.e. such vertices which do not belong to any other maximal face of ${\mathfrak{K}}$). If $T$ is an extreme face of ${\mathfrak{K}}$ the complex ${\mathfrak{K}}^*$ obtained by removing from ${\mathfrak{K}}$ all proper vertices of $T$ with their stars is said to be a normal subcomplex of ${\mathfrak{K}}$. A complex ${\mathfrak{K}} $ is said to be regular if there is a sequence
$${\mathfrak{K}}={\mathfrak{K}}_0\supset {\mathfrak{K}}_1\supset \cdots\supset{\mathfrak{K}}_n$$
of subcomplexes of ${\mathfrak{K}}$ where ${\mathfrak{K}}_i$ is a normal subcomplex of ${\mathfrak{K}}_{i-1},i=1,\dots,n$, and the last member vanishes.
The main results of the paper consists in the following statement.
Theorem. The regularity of the complex ${\mathfrak{K}}$ is a necessary and sufficient condition of extendability of any consistent family of $\mu_{\mathfrak{K}}$ of measures.
Received: 17.12.1959
English version:
Theory of Probability and its Applications, 1962, Volume 7, Issue 2, Pages 147–163
DOI: https://doi.org/10.1137/1107014
Document Type: Article
Language: Russian
Citation: N. N. Vorob'ev, “Consistent Families of Measures and Their Extensions”, Teor. Veroyatnost. i Primenen., 7:2 (1962), 153–169; Theory Probab. Appl., 7:2 (1962), 147–163
Citation in format AMSBIB
\Bibitem{Vor62}
\by N.~N.~Vorob'ev
\paper Consistent Families of Measures and Their Extensions
\jour Teor. Veroyatnost. i Primenen.
\yr 1962
\vol 7
\issue 2
\pages 153--169
\mathnet{http://mi.mathnet.ru/tvp4710}
\transl
\jour Theory Probab. Appl.
\yr 1962
\vol 7
\issue 2
\pages 147--163
\crossref{https://doi.org/10.1137/1107014}
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  • This publication is cited in the following 124 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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