Mouchart, Michel
[UCL]
Rolin, Jean-Marie
[UCL]
Given two σ-algebras M1 and M2, necessary and sufficient conditions are given for a σ-algebra M3 to minimally make M1 and M2 conditionally independent; representations in terms of projections among σ-algebras are derived from those conditions. A constructive algorithm is sketched. the concept of week and strong identification among σ-algebras are shown to be a crucial tool; in particular, minimal splitting is in-between.
Bibliographic reference |
Mouchart, Michel ; Rolin, Jean-Marie. On the σ-Algebraic Realization Problem. Core Discussion Papers ; 8604 (1986) 19 pages |
Permanent URL |
http://hdl.handle.net/2078.1/125847 |