Consistent Systemsof Finite Dimensional Distributions

Victor Arzumanian

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Abstract

In the paper we discuss the problem of descriptionof random fields by means of systems of finite dimensional prob-ability distributions.We present from a unified point of view a survey of the varioussuch systems associated with random fields.Then general system of finite dimensional distributions with asuitable consistency condition is introduced. The properties, re-lations with other systems, as well as the problems of existenceand uniqueness of the corresponding random fields are discussed.

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Consistent Systemsof Finite Dimensional Distributions

Abstract

Author(s)

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Consistent Systemsof Finite Dimensional Distributions

Abstract

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