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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Quaderni di Dipartimento ; No. 096
Classification
Wirtschaft
Subject
Atomic probability measure
Gibbs sampling
Graphical models
Intersection property
Iterated conditional expectations
Gibbs sampling
Graphical models
Intersection property
Iterated conditional expectations
Event
Geistige Schöpfung
(who)
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
Pratelli, Luca
Rigo, Pietro
Event
Veröffentlichung
(who)
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
(where)
Pavia
(when)
2009
- Handle
- Last update
-
20.09.2024, 8:22 AM CEST
Object type
- Arbeitspapier
Associated
- Berti, Patrizia
- Pratelli, Luca
- Rigo, Pietro
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Time of origin
- 2009
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