On semiregular conditional distributions

DOI10.1007/BF01060437MaRDI QIDQ1194482zbMATH OpenOpenAlexFDO

Authors Detlef Plachky

Publication date 27 September 1992

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01060437

zbMATH Keywords

liftingsemiregular conditional distributions

Mathematics Subject Classification ID

Probabilistic measure theory (60A10)

Review text

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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Cites work

• Extremal and Monogenic Additive Set Functions
• scientific article; zbMATH DE number 3137662 (Why is no real title available?)

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• Measures on topological spaces
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• A consistency theorem for regular conditional distributions
• Splitting of conditional expectations and liftings in product spaces

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