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Statistical causality and measurable separability of σ-algebras

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Revised_paper_STAPRO-D-20-00862.pdf (160.8Kb)
Datum postavljanja dokumenta
2021-07-21
Autori
Valjarević, Dragana
Merkle, Ana
Metapodaci
Prikaz svih podataka o dokumentu
Apstrakt
In this paper we consider a concept of statistical causality, based on Granger’s definition of causality and analyze the relationships between given causality and the concept of measurable separability of σ-algebras. The measurable separability of σ-algebras is defined in Florens et al. (1990). We give a generalization of that definition for flows of information represented by filtrations and consider some properties of measurable separability that are directly connected to the concept of statistical causality. Also, we apply some of these results on Bayesian experiment.
URI
https://platon.pr.ac.rs/handle/123456789/1257
DOI
https://doi.org/10.1016/j.spl.2021.109166
M kategorija
M23
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