Compatibility results for conditional distributions

In various frameworks, to assess the joint distribution of a kk-dimensional random vector X=(X1,…,Xk)X=(X1,…,Xk), one selects some putative conditional distributions Q1,…,QkQ1,…,Qk. Each QiQi is regarded as a possible (or putative) conditional distribution for XiXi given (X1,…,Xi−1,Xi+1,…,Xk)(X1,…,Xi−1,Xi+1,…,Xk). The QiQi are compatible if there is a joint distribution PP for XX with conditionals Q1,…,QkQ1,…,Qk. Three types of compatibility results are given in this paper. First, the XiXi are assumed to take values in compact subsets of RR. Second, the QiQi are supposed to have densities with respect to reference measures. Third, a stronger form of compatibility is investigated. The law PP with conditionals Q1,…,QkQ1,…,Qk is requested to belong to some given class P0P0 of distributions. Two choices for P0P0 are considered, that is, P0={P0={exchangeable laws}} and P0={P0={laws with identical univariate marginals}}.