Two dimensional probabilities with a given conditional structure

Citation
J. Stepan et D. Hlubinka, Two dimensional probabilities with a given conditional structure, KYBERNETIKA, 35(3), 1999, pp. 367-381
Citations number
8
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
KYBERNETIKA
ISSN journal
00235954 → ACNP
Volume
35
Issue
3
Year of publication
1999
Pages
367 - 381
Database
ISI
SICI code
0023-5954(1999)35:3<367:TDPWAG>2.0.ZU;2-P
Abstract
A properly measurable set P subset of X x M-1(Y) (where X, Y are Polish spa ces and M-1(Y) is the space of Borel probability measures on Y) is consider ed. Given a probability distribution lambda is an element of M-1(X) the pap er treats the problem of the existence of X x Y-valued random vector (xi, e ta) for which L(xi) = lambda and L(eta/xi = x) is an element of P-x lambda- almost surely that possesses moreover some other properties such as "L(xi, eta) has the maximal possible support" of "L(eta/xi = x)'s are extremal mea sures in P-x's". The paper continues the research started in [7].