Q-Markov random probability measures and their posterior distributions

Details Q-Markov random probability measures and their posterior distributions Q-Markov random probability measures and their posterior distributions

2004-12-17

arxiv.org/abs/math/0412349v1

Stochastic Processes and Their Applications 109 (2004), 295-316

Mathematics

Probability

22 pages

Scientific paper

10.1063/1.1834438

In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theor. Probab. 15, 2002, 553-588) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular, by proving that a neutral to the right prior distribution leads to a neutral to the right posterior distribution, we extend a fundamental result of Doksum (Ann. Probab. 2,1974, 183-201) to arbitrary sample spaces.

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