Conditional Independence - Extension from Indicators to Simple Functions #
This file extends conditional independence from indicator functions to simple functions, which is the first step toward the full monotone class extension to bounded measurables.
Main results #
condIndep_indicator: Indicator-level factorization fromCondIndepcondIndep_indicator_simpleFunc: Extension to indicators of simple functionscondIndep_simpleFunc: Factorization extends to simple functions
References #
- Kallenberg (2005), Probabilistic Symmetries and Invariance Principles, Section 6.1