ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Binary cartesian set product
Binary relation
Map
Simple map
Simple function
Measurable simple complex function
Simple integral
Unsigned basic integral
Unsigned basic expectation
Basic expectation
Random real number moment
Expectation
Conditional expectation representative
Conditional expectation
Conditional probability
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
Conditionally independent random collection