ar X iv : m at h / 06 06 60 4 v 1 [ m at h . PR ] 2 3 Ju n 20 06 0 - 1 LAWS FOR REGULAR CONDITIONAL DISTRIBUTIONS

نویسنده

  • PIETRO RIGO
چکیده

Abstract. Let (Ω,B, P ) be a probability space, A ⊂ B a sub-σ-field, and μ a regular conditional distribution for P given A. Necessary and sufficient conditions for μ(ω)(A) to be 0-1, for all A ∈ A and ω ∈ A0, where A0 ∈ A and P (A0) = 1, are given. Such conditions apply, in particular, when A is a tail sub-σ-field. Let H(ω) denote the A-atom including the point ω ∈ Ω. Necessary and sufficient conditions for μ(ω)(H(ω)) to be 0-1, for all ω ∈ A0, are also given. If (Ω,B) is a standard space, the latter 0-1 law is true for various classically interesting sub-σ-fields A, including tail, symmetric, invariant, as well as some sub-σ-fields connected with continuous time processes.

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تاریخ انتشار 2006