A note on conditional expectation for Markov kernels

DOI10.1016/J.SPL.2021.109197MaRDI QIDQ2244611zbMATH OpenOpenAlexFDO

Authors Agustín G. Nogales

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.03328

zbMATH Keywords

conditional expectationMarkov kernel

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35)

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Cites work

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• On independence of Markov kernels and a generalization of two theorems of Basu
• Probability with Martingales
• The existence of regular conditional probabilities for Markov kernels

Cited in

(5)

• The existence of regular conditional probabilities for Markov kernels
• scientific article; zbMATH DE number 4134890 (Why is no real title available?)
• Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis
• A note on the relationship between conditional and unconditional independence and its extensions for Markov kernels
• A Note on Conditional Expectation for Markov Kernels

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