Let $(Omega,mathcal{F},P)$ be a probability space. For each $mathcal{G}subsetmathcal{F}$, define $overline{mathcal{G}}$ as the $sigma$-field generated by $mathcal{G}$ and those sets $Finmathcal{F}$ satisfying $P(F)in{0,1}$. Conditions for $P$ to be atomic on $cap_{i=1}^koverline{mathcal{A}_i}$, with $mathcal{A}_1,dots,mathcal{A}_ksubsetmathcal{F}$ sub-$sigma$-fields, are given. Conditions for $P$ to be 0-1-valued on $cap_{i=1}^koverline{mathcal{A}_i}$ are given as well. These conditions are useful in various fields, including Gibbs sampling, iterated conditional expectations and the intersection property.

Patrizia Berti, L.P. (2010). Atomic intersection of sigma-fields and some of its consequences. PROBABILITY THEORY AND RELATED FIELDS, 148, 269-283 [10.1007/s00440-009-0230-x].

Atomic intersection of sigma-fields and some of its consequences

Pietro Rigo
2010

Abstract

Let $(Omega,mathcal{F},P)$ be a probability space. For each $mathcal{G}subsetmathcal{F}$, define $overline{mathcal{G}}$ as the $sigma$-field generated by $mathcal{G}$ and those sets $Finmathcal{F}$ satisfying $P(F)in{0,1}$. Conditions for $P$ to be atomic on $cap_{i=1}^koverline{mathcal{A}_i}$, with $mathcal{A}_1,dots,mathcal{A}_ksubsetmathcal{F}$ sub-$sigma$-fields, are given. Conditions for $P$ to be 0-1-valued on $cap_{i=1}^koverline{mathcal{A}_i}$ are given as well. These conditions are useful in various fields, including Gibbs sampling, iterated conditional expectations and the intersection property.
2010
Patrizia Berti, L.P. (2010). Atomic intersection of sigma-fields and some of its consequences. PROBABILITY THEORY AND RELATED FIELDS, 148, 269-283 [10.1007/s00440-009-0230-x].
Patrizia Berti, Luca Pratelli, Pietro Rigo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/737879
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