Total variation convergence preserves conditional independence

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This note establishes that if a sequence Pn,n=1,… of probability measures converges in total variation to the limiting probability measure P, and σ-algebras A and B are conditionally independent given H with respect to Pn for all n, then they are also conditionally independent with respect to the limiting measure P. As a corollary, this also extends to pointwise convergence of densities to a density.

Original languageEnglish
Article number110200
JournalStatistics and Probability Letters
Volume214
ISSN0167-7152
DOIs
Publication statusPublished - 2024

Bibliographical note

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© 2024 The Author(s)

    Research areas

  • Markov properties, Scheffé’s theorem

ID: 397609715