Arbeitspapier
Atomic Intersection of s-Fields and Some of Its Consequences
Let (omega,F,P) be a probability space. For each G in F, define G as the s-field generated by G and those sets f in F satisfying P(f) in {0, 1}. Conditions for P to be atomic on the intersection of the complements of Ai for i=1,..,k, with A1, . . . ,Ak in F sub-s-fields, are given. Conditions for P to be 0-1-valued on the intersection of the complements of Ai for i=1,..,k are given as well. These conditions are useful in various fields, including Gibbs sampling, iterated conditional expectations and the intersection property.
- Sprache
-
Englisch
- Erschienen in
-
Series: Quaderni di Dipartimento ; No. 096
- Klassifikation
-
Wirtschaft
- Thema
-
Atomic probability measure
Gibbs sampling
Graphical models
Intersection property
Iterated conditional expectations
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
- Ereignis
-
Veröffentlichung
- (wer)
-
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
- (wo)
-
Pavia
- (wann)
-
2009
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Berti, Patrizia
- Pratelli, Luca
- Rigo, Pietro
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Entstanden
- 2009
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