Kolmogorov's Extension Theorem for Infinite Measures
Kolmogorov's Extension Theorem for Infinite Measures
We consider the extension problem of a self-consistent family of infinite measures to a completely additive measure.For probability measures, Kolmogorov's extension theorem assures that the extension is uniquely possible.Our results are as follows:(a) For CT-finite measures, we can reduce the problem to the case of probability measures, so that the …