Timeline for Questions about some properties of random probabilities and random expectations
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 6, 2019 at 22:05 | comment | added | R W | On each ergodic component the transition probabilities are constant and coincide with the conditional measure of $\mathbb P$ on this component | |
| Feb 6, 2019 at 21:53 | comment | added | aduh | Ah I see, I was forgetting that $\mathbb P$ is assumed to be ergodic in that statement. I still don't see how the last step works though. How does the ergodic decomposition lead to (3)? | |
| Feb 6, 2019 at 21:46 | comment | added | R W | Yes - precisely | |
| Feb 6, 2019 at 21:45 | comment | added | aduh | Sorry, but I'm not following this. By "almost all transition probabilities coincide with $\mathbb P$" do you mean $P(\cdot, \omega) = \mathbb P$ a.e. $\omega$? | |
| Feb 6, 2019 at 21:15 | history | answered | R W | CC BY-SA 4.0 |