Short Communications

On a Question of R. L. Dobrušin

V. V. Sazonov

Moscow

Abstract: An example of non-existence of a Markov distribution on a measurable space $(X\times Y\times Z,\mathcal{X}\times\mathcal{Y}\times\mathcal{Z})$ with given marginal distributions on $(X\times Y,\mathcal{X}\times \mathcal{Y})$ and $(Y \times Z,\mathcal{Y}\times\mathcal{Z})$ is constructed.

 English version: Theory of Probability and its Applications, 1964, 9:1, 160–161

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