On the effect of perturbation of conditional probabilities in total variation

DOI10.1016/J.SPL.2014.01.009MaRDI QIDQ2453864zbMATH OpenOpenAlexWikidataFDO

Authors Alessandro Abate, F. Redig, Ilya Tkachev

Publication date 11 June 2014

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

Full work available at URL https://arxiv.org/abs/1311.3066

zbMATH Keywords

conditional probabilitiescouplingperturbationtotal variation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: A celebrated result by A. Ionescu Tulcea provides a construction of a probability measure on a product space given a sequence of regular conditional probabilities. We study how the perturbations of the latter in the total variation metric affect the resulting product probability measure.

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Cites work

• A note on formal constructions of sequential conditional couplings
• Formula-free finite abstractions for linear temporal verification of stochastic hybrid systems
• Foundations of Modern Probability
• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• scientific article; zbMATH DE number 6846220 (Why is no real title available?)
• scientific article; zbMATH DE number 837692 (Why is no real title available?)
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