Let $(Omega,mathcal{B},P)$ be a probability space, $mathcal{A}subsetmathcal{B}$ a sub-$sigma$-field, and $mu$ a regular conditional distribution for $P$ given $mathcal{A}$. For various, classically interesting, choices of $mathcal{A}$ (including tail and symmetric) the following 0-1 law is proved: There is a set $A_0inmathcal{A}$ such that $P(A_0)=1$ and $mu(omega)(A)in{0,1}$ for all $Ainmathcal{A}$ and $omegain A_0$. Provided $mathcal{B}$ is countably generated (and certain regular conditional distributions exist), the result applies whatever $P$ is.

Patrizia Berti, Pietro Rigo (2008). A conditional 0-1 law for the symmetric sigma-field. JOURNAL OF THEORETICAL PROBABILITY, 21(3), 517-526 [10.1007/s10959-008-0174-6].

A conditional 0-1 law for the symmetric sigma-field

Pietro Rigo
2008

Abstract

Let $(Omega,mathcal{B},P)$ be a probability space, $mathcal{A}subsetmathcal{B}$ a sub-$sigma$-field, and $mu$ a regular conditional distribution for $P$ given $mathcal{A}$. For various, classically interesting, choices of $mathcal{A}$ (including tail and symmetric) the following 0-1 law is proved: There is a set $A_0inmathcal{A}$ such that $P(A_0)=1$ and $mu(omega)(A)in{0,1}$ for all $Ainmathcal{A}$ and $omegain A_0$. Provided $mathcal{B}$ is countably generated (and certain regular conditional distributions exist), the result applies whatever $P$ is.
2008
Patrizia Berti, Pietro Rigo (2008). A conditional 0-1 law for the symmetric sigma-field. JOURNAL OF THEORETICAL PROBABILITY, 21(3), 517-526 [10.1007/s10959-008-0174-6].
Patrizia Berti; Pietro Rigo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/738677
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