On the effect of perturbation of conditional probabilities in total variation
Probability
2014-07-23 v1
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.
Keywords
Cite
@article{arxiv.1311.3066,
title = {On the effect of perturbation of conditional probabilities in total variation},
author = {Alessandro Abate and Frank Redig and Ilya Tkachev},
journal= {arXiv preprint arXiv:1311.3066},
year = {2014}
}