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On the effect of perturbation of conditional probabilities in total variation

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  • Abate, Alessandro
  • Redig, Frank
  • Tkachev, Ilya

Abstract

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.

Suggested Citation

  • Abate, Alessandro & Redig, Frank & Tkachev, Ilya, 2014. "On the effect of perturbation of conditional probabilities in total variation," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 1-8.
    • Handle: RePEc:eee:stapro:v:88:y:2014:i:c:p:1-8
    DOI: 10.1016/j.spl.2014.01.009
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    References listed on IDEAS

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    1. Roberts, Gareth O. & Rosenthal, Jeffrey S., 2013. "A note on formal constructions of sequential conditional couplings," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2073-2076.
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    Cited by:

    1. János Flesch & P. Jean-Jacques Herings & Jasmine Maes & Arkadi Predtetchinski, 2021. "Subgame Maxmin Strategies in Zero-Sum Stochastic Games with Tolerance Levels," Dynamic Games and Applications, Springer, vol. 11(4), pages 704-737, December.

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