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Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory.

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Regularity properties of conditional distributions

Let $(X,Y)\in\mathbb{R}^n\times\mathbb{R}^m$ be a pair of random variables with joint density $p(x,y)$. I am interested in the regularity properties of the conditional densities $p(y|x)$ and $p(x|y)$ …