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arxiv: 1311.3066 · v1 · pith:6ZGICOR7new · submitted 2013-11-13 · 🧮 math.PR

On the effect of perturbation of conditional probabilities in total variation

classification 🧮 math.PR
keywords conditionalmeasureprobabilitiesprobabilityproducttotalvariationaffect
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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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