Total variation convergence preserves conditional independence

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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.

OriginalsprogEngelsk
Artikelnummer110200
TidsskriftStatistics and Probability Letters
Vol/bind214
ISSN0167-7152
DOI
StatusUdgivet - 2024

Bibliografisk note

Publisher Copyright:
© 2024 The Author(s)

ID: 397609715