But you have to remember P.J. Daniell of Sheffield

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Bandit Algorithms (2020, background): “2 is credited to Percy John Daniell by Kallenberg [2002] (see Aldrich 2007). More general versions of this theorem exist. Readers looking for these should look up Kolmogorov’s extension theorem [Kallenberg, 2002, Thm 6.16]. The theorem of Ionescu Tulcea (Theorem 3.3) is attributed to her [Tulcea, 19”