Article, 2024

Total variation convergence preserves conditional independence

Statistics and Probability Letters, ISSN 0167-7152, Volume 214, 10.1016/j.spl.2024.110200

Contributors

Lauritzen S.L. 0000-0001-7176-6212 [1]

Affiliations

  1. [1] University of Copenhagen
  2. [NORA names: KU University of Copenhagen; University; Denmark; Europe, EU; Nordic; OECD]

Abstract

This note establishes that if a sequence P,n=1,… of probability measures converges in total variation to the limiting probability measure P, and σ-algebras A and B are conditionally independent given H with respect to P for all n, then they are also conditionally independent with respect to the limiting measure P. As a corollary, this also extends to pointwise convergence of densities to a density.

Keywords

Markov properties, Scheffé’s theorem

Data Provider: Elsevier