Kolmogorov-Bochner theorem

It is the theorem according to which if the distribution Ft defined in R, known in an interval T consists of t ? T (t1, t2, t3, ..., tn) for ? n ? R, it is verified that {Ft}t?T is compatible, then there exists a unique probability function:

It follows that the finite-dimensional distributions determine uniquely the distribution of the whole process.

Editor: Giuliano DI TOMMASO

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