Conditional Zero-One Laws
This is a rather expository paper, very well written, based on the author's doctoral thesis. Its aim is to present a uniform theory of conditional zero-one laws. Let \((\Omega ,\mathcal{F},P)\) be a probability space, and let \(\mathcal{G}\) be a sub-\(\sigma \)-algebra of \(\mathcal{F}.\) For a class \( \mathcal{E}\subset \mathcal{F},\) the completion of \(\mathcal{E}\) in \( \mathcal{F}\) is defined to be \(\mathcal{E}^{\ast }=\{A\in \mathcal{F} :\exists B\in \mathcal{E}\) with \(P(A\Delta B)=0\}.\) The concept of zero-one law is generalized as follows. A class \(\mathcal{C}\) is said to fulfil a \( \mathcal{G}\)-zero-one law if \(\mathcal{C}\subset \mathcal{G}^{\ast }\) holds. Thus Kolmogorov's \(\mathcal{G}\)-zero-one law for sequences of random variables reads as follows: Theorem 1. {Let} \(\mathbf{X} =\{X_{n}\}_{n\in N}\) {be a} \(\mathcal{G}\)-{conditionally independent sequence of random variables. Then} \(\mathcal{T}_{\mathbf{X} }\subset \mathcal{G}^{\ast },\) {where} \(\mathcal{T}_{\mathbf{X}}\) {stands for the tail }\(\sigma \){-algebra of }\(\mathbf{X}.\) Analogously, the Hewitt-Savage \(\mathcal{G}\)-zero-one law is as follows: Theorem 2. {Let} \(\mathbf{X}=\{X_{n}\}_{n\in N}\) {be a} \( \mathcal{G}\)-{conditionally independent identically distributed (i.i.d.) sequence of random variables. Then} \(\mathcal{S}_{\mathbf{X} }\subset \mathcal{G}^{\ast },\) {where} \(\mathcal{S}_{\mathbf{X}}\) {denotes the permutable }\(\sigma \){-algebra of }\(\mathbf{X}.\) The proof of this theorem rests on the next result: Theorem 3. {If} \( \mathbf{X}\) {is as in Theorem 2, then} (i) \(\mathbf{X}\) {is} \( \mathcal{T}_{\mathbf{X}}\)-conditionally i.i.d., (ii) \( \mathbf{X}\) {is} \(\mathcal{S}_{\mathbf{X}}\)-{conditionally i.i.d., } (iii) \(P(X_{1}\in B\mid \mathcal{G})=P(X_{1}\in B\mid \mathcal{T}_{\mathbf{X}})=P(X_{1}\in B\mid \mathcal{S}_{\mathbf{X}}),~B\in \mathcal{B}(R),\) {and} (iv) \(\mathcal{H}^{\ast }=\mathcal{T}_{\mathbf{ X}}^{\ast },\) {where} \(\mathcal{H}=\mathcal{G}^{\ast }\cap \sigma (\{X_{n}\}_{n\in N}).\)
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- 0-1 laws for regular conditional distributions
- scientific article; zbMATH DE number 1158982
- Extensions of several classical results for independent and identically distributed random variables to conditional cases
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