On the effect of perturbation of conditional probabilities in total variation

A celebrated result by A. Ionescu Tulcea provides a construction of a probability measure on a product space given a sequence of regular conditional probabilities. We study how the perturbations of the latter in the total variation metric affect the resulting product probability measure.

MoreLess

Year of publication:	2014
Authors:	Abate, Alessandro ; Redig, Frank ; Tkachev, Ilya
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 1-8
Publisher:	Elsevier
Subject:	Conditional probabilities \| Total variation \| Perturbation \| Coupling

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010752975