On Existence and Non-Existence of Proper, Regular, Conditional Distributions
Blackwell, David ; Dubins, Lester E.
Ann. Probab., Tome 3 (1975) no. 6, p. 741-752 / Harvested from Project Euclid
If $\mathscr{A}$ is the tail, invariant, or symmetric field for discrete-time processes, or a field of the form $\mathscr{F}_{t+}$ for continuous-time processes, then no countably additive, regular, conditional distribution given $\mathscr{A}$ is proper. A notion of normal conditional distributions is given, and there always exist countably additive normal conditional distributions if $\mathscr{A}$ is a countably generated sub $\sigma$-field of a standard space. The study incidentally shows that the Borel-measurable axiom of choice is false. Classically interesting subfields $\mathscr{A}$ of $\mathscr{B}$ possess certain desirable properties which are the defining properties for $\mathscr{A}$ to be "regular" in $\mathscr{B}$.
Publié le : 1975-10-14
Classification:  Conditional distributions,  proper conditional distributions,  normal conditional distributions,  stochastic processes,  axiom of choice,  stopping times,  60A05,  60G05
@article{1176996261,
     author = {Blackwell, David and Dubins, Lester E.},
     title = {On Existence and Non-Existence of Proper, Regular, Conditional Distributions},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 741-752},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996261}
}
Blackwell, David; Dubins, Lester E. On Existence and Non-Existence of Proper, Regular, Conditional Distributions. Ann. Probab., Tome 3 (1975) no. 6, pp.  741-752. http://gdmltest.u-ga.fr/item/1176996261/