On the effect of perturbation of conditional probabilities in total variation

Alessandro Abate, Frank Redig and Ilya Tkachev

Statistics & Probability Letters, 2014, vol. 88, issue C, 1-8

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: Conditional probabilities; Total variation; Perturbation; Coupling (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.01.009

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