The existence of regular conditional probabilities for Markov kernels

In this work, considering a Markov kernel (also called a stochastic kernel or transition probability) as a generalization of the concepts of the σ-field and the random variable, the concept of a conditional distribution (or regular conditional probability) of a Markov kernel given another is introduced. The existence of such a conditional distribution is proved under standard regularity conditions concerning the measurable spaces involved.

MoreLess

Year of publication:	2013
Authors:	Nogales, A.G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 891-897
Publisher:	Elsevier
Subject:	Markov kernel \| Regular conditional probability \| Independence

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

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

Persistent link: https://www.econbiz.de/10011039864