On the effect of perturbation of conditional probabilities in total variation

Alessandro Abate, Frank Redig, Ilya Tkachev

Published 2013-11-13Version 1

A celebrated result by A. Ionescu Tulcea provides a construction of a probability measure on a product space given a sequence of regular conditional probabilities. We study how the perturbations of the latter in the total variation metric affect the resulting product probability measure.