Two Kinds of Invariance of Full Conditional Probabilities
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 61 (2013) no. 3, pp. 277-283
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Let $G$ be a group acting on $\Omega$ and $\scr F$ a $G$-invariant algebra of subsets of $\Omega$. A full conditional probability on $\scr F$ is a function $P:\scr F\times (\scr F\backslash \{ \varnothing \})\to[0,1]$ satisfying the obvious axioms (with only finite additivity). It is weakly $G$-invariant provided that $P(gA\,|\, gB)=P(A\,|\, B)$ for all $g\in G$ and $A,B\in \scr F$, and strongly $G$-invariant provided that $P(gA\,|\, B)=P(A\,|\, B)$ whenever $g\in G$ and $A\cup gA\subseteq B$. Armstrong (1989) claimed that weak and strong invariance are equivalent, but we shall show that this is false and that weak $G$-invariance implies strong $G$-invariance for every $\Omega$, $\scr F$ and $P$ as above if and only if $G$ has no non-trivial left-orderable quotient. In particular, $G=\mathbb Z$ provides a counterexample to Armstrong's claim.
Keywords:
group acting omega scr g invariant algebra subsets omega full conditional probability scr function scr times scr backslash varnothing satisfying obvious axioms only finite additivity weakly g invariant provided scr strongly g invariant provided whenever cup subseteq armstrong claimed weak strong invariance equivalent shall false weak g invariance implies strong g invariance every omega scr above only has non trivial left orderable quotient particular mathbb provides counterexample armstrongs claim
Affiliations des auteurs :
Alexander R. Pruss 1
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title = {Two {Kinds} of {Invariance} of {Full} {Conditional} {Probabilities}},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
pages = {277--283},
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volume = {61},
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year = {2013},
doi = {10.4064/ba61-3-9},
language = {en},
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Alexander R. Pruss. Two Kinds of Invariance of Full Conditional Probabilities. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 61 (2013) no. 3, pp. 277-283. doi: 10.4064/ba61-3-9
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