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PDF-1-2LevyProcessandIn nitelyDivisibleLawThereisatheoremthatblursthedi er PDF document

rxndx2r1sinr rnjxjAsn1thelefthandsidetendsto0bydominatedconvergencetheoremandwegetnw0 Lemma15KolmogorovconsistencyGivendistributionfunctionsffFtRd01gt2Tdgd2Nthereexists

rx)n(dx)2r(1sinr r)n(jxj)Asn!1 theleft-handsidetendsto0bydominatedconvergencetheorem andwegetnw!0. Lemma1.5(Kolmogorovconsistency)GivendistributionfunctionsffFt:Rd![0;1]gt2Tdgd2N thereexists

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