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arXiv · 1311.3066

On the effect of perturbation of conditional probabilities in total variation

Alessandro Abate·Frank Redig·Ilya Tkachev
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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.

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Alessandro Abate, Frank Redig, Ilya Tkachev. 2013-11-13. On the effect of perturbation of conditional probabilities in total variation. https://doi.org/10.1016/j.spl.2014.01.009

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