ThmDex – An index of mathematical definitions, results, and conjectures.
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Conditionally independent event collection
Conditionally independent collection of event collections
Definition D4154
Conditionally independent collection of sigma-algebras
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{H} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $\mathcal{G}_j \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$ for each $j \in J$
Then $ \{ \mathcal{G}_j \}_{j \in J}$ is a conditionally independent collection of sigma-algebras in $P$ given $\mathcal{H}$ if and only if \begin{equation} \forall \, N \in \{ 1, 2, 3, \ldots \} : \forall \, j_1, \, \ldots, \, j_N \in J \left[ E_{j_1} \in \mathcal{G}_{j_1}, \, \ldots, \, E_{j_N} \in \mathcal{G}_{j_N} \quad \implies \quad \mathbb{P} \left( \bigcap_{n = 1}^N E_{j_n} \mid \mathcal{H} \right) \overset{a.s.}{=} \prod_{n = 1}^N \mathbb{P}(E_{j_n} \mid \mathcal{H}) \right] \end{equation}
Children
D4155: Conditionally independent random collection