0–1 laws for regular conditional distributions
Berti, Patrizia ; Rigo, Pietro
Ann. Probab., Tome 35 (2007) no. 1, p. 649-662 / Harvested from Project Euclid
Let (Ω, ℬ, P) be a probability space, $\mathcal{A}\subset\mathcal{B}$ a sub-σ-field, and μ a regular conditional distribution for P given $\mathcal{A}$ . Necessary and sufficient conditions for μ(ω)(A) to be 0–1, for all $A\in\mathcal{A}$ and ω∈A0, where $A_{0}\in\mathcal{A}$ and P(A0)=1, are given. Such conditions apply, in particular, when $\mathcal{A}$ is a tail sub-σ-field. Let H(ω) denote the $\mathcal{A}$ -atom including the point ω∈Ω. Necessary and sufficient conditions for μ(ω)(H(ω)) to be 0–1, for all ω∈A0, are also given. If (Ω, ℬ) is a standard space, the latter 0–1 law is true for various classically interesting sub-σ-fields $\mathcal{A}$ , including tail, symmetric, invariant, as well as some sub-σ-fields connected with continuous time processes.
Publié le : 2007-03-14
Classification:  0–1 law,  measurability,  regular conditional distribution,  tail σ-field,  60A05,  60A10,  60F20
@article{1175287757,
     author = {Berti, Patrizia and Rigo, Pietro},
     title = {0--1 laws for regular conditional distributions},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 649-662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175287757}
}
Berti, Patrizia; Rigo, Pietro. 0–1 laws for regular conditional distributions. Ann. Probab., Tome 35 (2007) no. 1, pp.  649-662. http://gdmltest.u-ga.fr/item/1175287757/