A consistency theorem for regular conditional distributions

作者:Berti Patrizia; Dreassi Emanuela; Rigo Pietro*
来源:Stochastics: An International Journal of Probability and Stochastic Processes , 2013, 85(3): 500-509.
DOI:10.1080/17442508.2011.653644

摘要

Let be a measurable space, a sub--field and a random probability measure on , . In various frameworks, one looks for a probability P on such that is a regular conditional distribution for P given for all n. Conditions for such a P to exist are given. The conditions are quite simple when is a compact Hausdorff space equipped with the Borel or the Baire -field (as well as under similar assumptions). Applications to Gibbs measures and Bayesian statistics are given as well.

  • 出版日期2013-6-1