Article ID Journal Published Year Pages File Type
1154693 Statistics & Probability Letters 2014 8 Pages PDF
Abstract

A celebrated result by A. Ionescu Tulcea provides a construction of a probability measure on a product space given a sequence of regular conditional probabilities. We study how the perturbations of the latter in the total variation metric affect the resulting product probability measure.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the effect of perturbation of conditional probabilities in total variation
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