The essential equivalence of pairwise and mutual conditional independence

DOI10.1007/S00440-005-0468-XzbMath1090.60002OpenAlexW2087268193MaRDI QIDQ2494407

Yeneng Sun, Peter J. Hammond

Publication date: 26 June 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-005-0468-x

Mathematics Subject Classification ID

Foundations of probability theory (60A99)

Related Items (7)

Monte Carlo sampling processes and incentive compatible allocations in large economies ⋮ Conditional exact law of large numbers and asymmetric information economies with aggregate uncertainty ⋮ Stochastic graphon games. II: The linear-quadratic case ⋮ Dynamic directed random matching ⋮ The one-way Fubini property and conditional independence: an equivalence result ⋮ Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case ⋮ Core, equilibria and incentives in large asymmetric information economies

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