Abstract
Given probabilities $\mu$ and $\nu$ on $(X, \mathscr{A})$ and $(X, \mathscr{B})$ respectively, a probability $\eta$ on $(X, \mathscr{A} \vee \mathscr{B})$ is called a splicing of $\mu$ and $\nu$ if $\eta(A \cap B) = \mu(A) \nu(B)$ for all $A \in \mathscr{A}, B \in \mathscr{B}$. Using a result of Marczewski we give an elementary proof of Stroock's result on the existence of splicing. We also discuss the splicing problem when $\mu$ and $\nu$ are compact measures.
Citation
G. Kallianpur. D. Ramachandran. "On the Splicing of Measures." Ann. Probab. 11 (3) 819 - 822, August, 1983. https://doi.org/10.1214/aop/1176993532
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