English

0--1 laws for regular conditional distributions

Probability 2009-09-29 v2

Abstract

Let (Ω,B,P)(\Omega,\mathcal{B},P) be a probability space, AB\mathcal{A}\subset\mathcal{B} a sub-σ\sigma-field, and μ\mu a regular conditional distribution for PP given A\mathcal{A}. Necessary and sufficient conditions for μ(ω)(A)\mu(\omega)(A) to be 0--1, for all AAA\in\mathcal{A} and ωA0\omega\in A_0, where A0AA_0\in\mathcal{A} and P(A0)=1P(A_0)=1, are given. Such conditions apply, in particular, when A\mathcal{A} is a tail sub-σ\sigma-field. Let H(ω)H(\omega) denote the A\mathcal{A}-atom including the point ωΩ\omega\in\Omega. Necessary and sufficient conditions for μ(ω)(H(ω))\mu(\omega)(H(\omega)) to be 0--1, for all ωA0\omega\in A_0, are also given. If (Ω,B)(\Omega,\mathcal{B}) is a standard space, the latter 0--1 law is true for various classically interesting sub-σ\sigma-fields A\mathcal{A}, including tail, symmetric, invariant, as well as some sub-σ\sigma-fields connected with continuous time processes.

Cite

@article{arxiv.math/0606604,
  title  = {0--1 laws for regular conditional distributions},
  author = {Patrizia Berti and Pietro Rigo},
  journal= {arXiv preprint arXiv:math/0606604},
  year   = {2009}
}

Comments

Published at http://dx.doi.org/10.1214/009117906000000845 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)