0-1 laws for regular conditional distributions

DOI10.1214/009117906000000845MaRDI QIDQ2371950zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Pietro Rigo

Publication date 9 July 2007

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

Full work available at URL https://arxiv.org/abs/math/0606604

zbMATH Keywords

measurabilitytail \(\sigma\)-field

Mathematics Subject Classification ID

Zero-one laws (60F20) Axioms; other general questions in probability (60A05) Probabilistic measure theory (60A10)

Abstract: Let $(Omega,mathcalB,P)$ be a probability space, $mathcalAsubsetmathcalB$ a sub-$sigma$-field, and $mu$ a regular conditional distribution for $P$ given $mathcalA$. Necessary and sufficient conditions for $mu(omega)(A)$ to be 0--1, for all $AinmathcalA$ and $omegain{A}_0$, where $A_{0}inmathcalA$ and $P(A_0)=1$, are given. Such conditions apply, in particular, when $mathcalA$ is a tail sub-$sigma$-field. Let $H(omega)$ denote the $mathcalA$-atom including the point $omegainOmega$. Necessary and sufficient conditions for $mu(omega)(H(omega))$ to be 0--1, for all $omegain{A}_0$, are also given. If $(Omega,mathcalB)$ is a standard space, the latter 0--1 law is true for various classically interesting sub-$sigma$-fields $mathcalA$, including tail, symmetric, invariant, as well as some sub-$sigma$-fields connected with continuous time processes.

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Cites work

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Cited in

(9)

• A class of models for Bayesian predictive inference
• Basic ideas underlying conglomerability and disintegrability
• Conditional Zero-One Laws
• Improper regular conditional distributions
• Learning the fundamentals in a stationary environment
• Finitely additive mixtures of probability measures
• A notion of conditional probability and some of its consequences
• A conditional 0-1 law for the symmetric \(\sigma\)-field
• Kernel based Dirichlet sequences

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