0-1 laws for regular conditional distributions

被引:9
|
作者
Berti, Patrizia
Rigo, Pietro
机构
[1] Univ Modena & Reggio Emilia, Dipartimento Matemat Pura & Applicata G Vitali, I-41100 Modena, Italy
[2] Univ Pavia, Dipartimento Econ Polit & Metodi Quantitat, I-27100 Pavia, Italy
来源
ANNALS OF PROBABILITY | 2007年 / 35卷 / 02期
关键词
0-1; law; measurability; regular conditional distribution; tail sigma-field;
D O I
10.1214/009117906000000845
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let (ohm, B, P) be a probability space, A subset of B a sub-alpha-field, and mu a regular conditional distribution for P given A. Necessary and sufficient conditions for mu (w) (A) to be 0-1, for all A is an element of A and w is an element of A(0), where A(0) is an element of A and P(A(0)) = 1, are given. Such conditions apply, in particular, when A is a tail sub-alpha-field. Let H(w) denote the A-atom including the point w is an element of ohm. Necessary and sufficient conditions for mu(w) (H(w)) to be 0-1, for all w is an element of A(0), are also given. If (ohm, B) is a standard space, the latter 0-1 law is true for various classically interesting sub-alpha-fields A, including tail, symmetric, invariant, as well as some sub-alpha-fields connected with continuous time processes.
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页码:649 / 662
页数:14
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