A general definition of influence between stochastic processes
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Publication:746002
DOI10.1007/S10985-009-9131-7zbMATH Open1322.60046arXiv0905.3619OpenAlexW2120325748WikidataQ51786599 ScholiaQ51786599MaRDI QIDQ746002FDOQ746002
Authors: Anne Gégout-Petit, Daniel Commenges 
Publication date: 15 October 2015
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Abstract: We extend the study of weak local conditional independence (WCLI) based on a measurability condition made by Commenges and G'egout-Petit (2009) to a larger class of processes that we call D'. We also give a definition related to the same concept based on certain likelihood processes, using the Girsanov theorem. Under certain conditions, the two definitions coincide on D'. These results may be used in causal models in that we define what may be the largest class of processes in which influences of one component of a stochastic process on another can be described without ambiguity. From WCLI we can contruct a concept of strong local conditional independence (SCLI). When WCLI does not hold, there is a direct influence while when SCLI does not hold there is direct or indirect influence. We investigate whether WCLI and SCLI can be defined via conventional independence conditions and find that this is the case for the latter but not for the former. Finally we recall that causal interpretation does not follow from mere mathematical definitions, but requires working with a good system and with the true probability.
Full work available at URL: https://arxiv.org/abs/0905.3619
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