The Annals of Probability

0–1 laws for regular conditional distributions

Patrizia Berti and Pietro Rigo

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Let (Ω, ℬ, P) be a probability space, $\mathcal{A}\subset\mathcal{B}$ a sub-σ-field, and μ a regular conditional distribution for P given $\mathcal{A}$. Necessary and sufficient conditions for μ(ω)(A) to be 0–1, for all $A\in\mathcal{A}$ and ωA0, where $A_{0}\in\mathcal{A}$ and P(A0)=1, are given. Such conditions apply, in particular, when $\mathcal{A}$ is a tail sub-σ-field. Let H(ω) denote the $\mathcal{A}$-atom including the point ω∈Ω. Necessary and sufficient conditions for μ(ω)(H(ω)) to be 0–1, for all ωA0, are also given. If (Ω, ℬ) is a standard space, the latter 0–1 law is true for various classically interesting sub-σ-fields $\mathcal{A}$, including tail, symmetric, invariant, as well as some sub-σ-fields connected with continuous time processes.

Article information

Ann. Probab., Volume 35, Number 2 (2007), 649-662.

First available in Project Euclid: 30 March 2007

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Zentralblatt MATH identifier

Primary: 60A05: Axioms; other general questions 60A10: Probabilistic measure theory {For ergodic theory, see 28Dxx and 60Fxx} 60F20: Zero-one laws

0–1 law measurability regular conditional distribution tail σ-field


Berti, Patrizia; Rigo, Pietro. 0–1 laws for regular conditional distributions. Ann. Probab. 35 (2007), no. 2, 649--662. doi:10.1214/009117906000000845.

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