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The existence of probability measures with given marginals. (English) Zbl 0768.60004

Summary: In an important paper, V. Strassen [Ann. Math. Stat. 36, 423-439 (1965; Zbl 0135.187)] discussed the existence of measures on product spaces with given marginals in the context of Polish spaces. We generalize his results to arbitrary Hausdorff spaces and indicate some applications such as measures with given support and stochastic inequalities on partially ordered Hausdorff spaces. In the second part of our paper, we state two results on the general moment problem, thus generalizing earlier theorems due to Kemperman.

MSC:

60B05 Probability measures on topological spaces
60B99 Probability theory on algebraic and topological structures

Citations:

Zbl 0135.187
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