English

Construction of a specification from its singleton part

Probability 2007-05-23 v3

Abstract

We state a construction theorem for specifications starting from single-site conditional probabilities (singleton part). We consider general single-site spaces and kernels that are absolutely continuous with respect to a chosen product measure (free measure). Under a natural order-consistency assumption and weak non-nullness requirements we show existence and uniqueness of the specification extending the given singleton part. We determine conditions granting the continuity of the specification. In addition, we show that, within a class of measures with suitable support properties, consistency with singletons implies consistency with the full specification.

Keywords

Cite

@article{arxiv.math/0409539,
  title  = {Construction of a specification from its singleton part},
  author = {Roberto Fernandez and Gregory Maillard},
  journal= {arXiv preprint arXiv:math/0409539},
  year   = {2007}
}

Comments

19 pages. Version to appear in ALEA. We added Proposition 4.3 and made small corrections with respect to version 1