Ir al contenido

Documat


Regular conditional probability, disintegration of probability and Radon spaces

  • Leao, Jr., D. [2] ; Fragoso, Marcelo D. [3] ; Ruffino, R. C. [1]
    1. [1] Universidade Estadual de Campinas

      Universidade Estadual de Campinas

      Brasil

    2. [2] ICMC - USP.
    3. [3] LNCC.
  • Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 23, Nº. 1, 2004, págs. 15-29
  • Idioma: inglés
  • DOI: 10.4067/S0716-09172004000100002
  • Enlaces
  • Resumen
    • We establish equivalence of several regular conditional probability properties and Radon space. In addition, we introduce the universally measurable disintegration concept and prove an existence result.

  • Referencias bibliográficas
    • Citas [1] Bertsekas D. P., Shreve S. E. - Stochastic Optimal Control: The Discrete-Time Case, Academic Press, New York, (1978).
    • [2] D. Blackwell - On a class of probability spaces, Proc. Third Berkeley Symp. Math. Statist. Prob., pp. 1-6, University of California Press,...
    • [3] D. Blackwell and C. Ryll-Nardzewski - Non-existence of everywhere proper conditional distribuition, Ann. Math. Statistics, Vol. 34, pp....
    • [4] D. Blackwell and L. E. Dubins - On existence and non-existence of proper, regular, conditional distributions, Annals Probability, Vol....
    • [5] S. D. Chatterji - Disintegration of measures and lifting, Vector and Operator Valued Measures and Applications, Eds. D. H. Tucker and...
    • [6] J. Dieudonné - Sur le théoreme de Lebesgue-Nikodym III, Ann. Univ. Grenoble, Vol. 23, pp. 25-53, (1948).
    • [7] J. L. Doob - Stochastic Processes, John Wiley ans Sons, INC., (1953).
    • [8] A. M. Faden - The existence of regular conditional probabilities: necessary and sufficient conditions , Annals Probability, Vol. 13, no....
    • [9] S. Graf and G. M¨argel - Disintegration of a measure with respect to a correspondence, Lecture Notes in Math., Vol. 794, Springer-Verlag,...
    • [10] P. K. Getoor - On the Construction of Kernels, Lecture Notes in Mathematics, Séminaire de Probabilités IX, Vol. 465, pp. 443-463, (1975).
    • [11] J. Hoffmann-J¨orgensen - Existence of Conditional Probabilities, Math. Scand., Vol. 28, pp. 257-264, (1971).
    • [12] M. Jirina - Probabilités conditionnelles sur des algebres a base dénombrable, Czechosloviak Math. J., Vol. 4, pp. 372-380, (1954).
    • [13] A. N. Kolmogorov - Grundbegreffi der Wahrscheinlichkeitsrechnung, Springer, Berlin, (1933).
    • [14] D. Leao - Radon spaces, Ph.D. thesis, State University of Campinas UNICAMP, Brazil, Nov. (1999).
    • [15] D. Leao, M. D. Fragoso and P. Ruffino - Characterization of Radon spaces, Statistics and Probability Letters, Vol. 42, pp. 409-413, (1999).
    • [16] S. J. Leese - Measurable selections and the uniformization of Souslin sets, American Journal of Mathematics, Vol. 1000, No. 1, pp. 19-41,...
    • [17] K. Musial - Existence of proper conditional probabilities, Z. Wahrscheinlichkeitstheorie verw. Geb., Vol. 22, pp. 8-12, (1972)
    • [18] J. von Neumann - Zur operatorenmethode in der Klassischen Mechanik, Annals of Math., vol. 33, pp. 587-642, (1932).
    • [19] J. K. Pachl - Disintegration and compact measures, Math. Scand., Vol. 43, pp. 157-168, (1978).
    • [20] V. V. Sazonov - On perfect measures, Amer. Math. Soc. Transl. Series 2, Vol. 48, pp. 229-254, (1965).
    • [21] M. M. Valadier - Désintegration d’une mesure sur un produit, C. R. Acad. Sc. Paris, série A, vol. 276, pp. 33-35, (1973).

Fundación Dialnet

Mi Documat

Opciones de artículo

Opciones de compartir

Opciones de entorno