Total variation convergence preserves conditional independence
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Dokumenter
- Fulltext
Forlagets udgivne version, 45,6 KB, text/html
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.
Originalsprog | Engelsk |
---|---|
Artikelnummer | 110200 |
Tidsskrift | Statistics and Probability Letters |
Vol/bind | 214 |
ISSN | 0167-7152 |
DOI | |
Status | Udgivet - 2024 |
Bibliografisk note
Publisher Copyright:
© 2024 The Author(s)
ID: 397609715