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Two dimensional probabilities with a given conditional structure

Josef Štěpán, Daniel Hlubinka (1999)

Kybernetika

A properly measurable set 𝒫 X × M 1 ( Y ) (where X , Y are Polish spaces and M 1 ( Y ) is the space of Borel probability measures on Y ) is considered. Given a probability distribution λ M 1 ( X ) the paper treats the problem of the existence of X × Y -valued random vector ( ξ , η ) for which ( ξ ) = λ and ( η | ξ = x ) 𝒫 x λ -almost surely that possesses moreover some other properties such as “ ( ξ , η ) has the maximal possible support” or “ ( η | ξ = x ) ’s are extremal...

Two Kinds of Invariance of Full Conditional Probabilities

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

Let G be a group acting on Ω and ℱ a G-invariant algebra of subsets of Ω. A full conditional probability on ℱ is a function P: ℱ × (ℱ∖{∅}) → [0,1] satisfying the obvious axioms (with only finite additivity). It is weakly G-invariant provided that P(gA|gB) = P(A|B) for all g ∈ G and A,B ∈ ℱ, and strongly G-invariant provided that P(gA|B) = P(A|B) whenever g ∈ G and A ∪ gA ⊆ B. Armstrong (1989) claimed that weak and strong invariance are equivalent, but we shall show that this is false and that weak...

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