On semiregular conditional distributions (Q1194482): Difference between revisions
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Revision as of 13:13, 16 May 2024
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English | On semiregular conditional distributions |
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On semiregular conditional distributions (English)
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27 September 1992
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Let \((\Omega,{\mathcal A},P)\) denote some probability space and \(\mathcal B\) some sub-\(\sigma\)-algebra of \(\mathcal A\). The existence of a semiregular version of \(P(A|{\mathcal B})\) is studied using a lifting \(L_ 1(\Omega,{\mathcal B},P|{\mathcal B})\to B(\Omega)\). \(B\) is the set of all real bounded functions on \(\Omega\). A strongly semiregular version of \(P(A|{\mathcal B})\) exists if \(L_ 1(\Omega,{\mathcal A},P)\) is separable. The possible decompositions of \(P\) are also formulated.
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semiregular conditional distributions
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lifting
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