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Article Dans Une Revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2006

Construction of a specification from its singleton part

Résumé

We state a construction theorem for specifications starting from single-site conditional probabilities (singleton part). We consider general single-site spaces and kernels that are absolutely continuous with respect to a chosen product measure (free measure). Under a natural order-consistency assumption and weak non-nullness requirements we show existence and uniqueness of the specification extending the given singleton part. We determine conditions granting the continuity of the specification. In addition, we show that, within a class of measures with suitable support properties, consistency with singletons implies consistency with the full specification.

Dates et versions

hal-01296854 , version 1 (01-04-2016)

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Roberto Fernandez, Gregory Maillard. Construction of a specification from its singleton part. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2006, 2, pp.297--315. ⟨hal-01296854⟩
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