Construction of a specification from its singleton part

Details Construction of a specification from its singleton part Construction of a specification from its singleton part

2004-09-28

arxiv.org/abs/math/0409539v3

Mathematics

Probability

19 pages. Version to appear in ALEA. We added Proposition 4.3 and made small corrections with respect to version 1

Scientific paper

We state a construction theorem for specifications starting from single-site conditional probabilities (singleton part). We consider general single-site spaces and kernels that are absolutely continuous with respect to a chosen product measure (free measure). Under a natural order-consistency assumption and weak non-nullness requirements we show existence and uniqueness of the specification extending the given singleton part. We determine conditions granting the continuity of the specification. In addition, we show that, within a class of measures with suitable support properties, consistency with singletons implies consistency with the full specification.

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