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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.