Invariance properties of the conditional independence relation

DOI10.1214/AOP/1176992915MaRDI QIDQ1064645zbMATH OpenOpenAlexFDO

Authors Cornelis M. van Putten, Jan H. van Schuppen

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992915

zbMATH Keywords

conditional independence relationindependence relationprojection operatorrealization problem

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Foundations of stochastic processes (60G05) Sufficient statistics and fields (62B05) Sufficiency and information (62B99) Stochastic systems in control theory (general) (93E03)

Review text

Defining the notion of the conditional independence relation for a triple of \(\sigma\)-algebras, necessary and sufficient conditions are derived for certain operations on the independence relation. Two other problems of this work were to study the properties of a projection operator for \(\sigma\)-algebras, and to discuss the \(\sigma\)-algebraic realization problem.

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