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math.PR2024
A Theory of Structural Independence
Matthias Georg Mayer
Structural independence is the (conditional) independence that arises from the structure rather than the precise numerical values of a distribution. We develop this concept and rel…
math.PR2024
A characterization of mutual absolute continuity of probability measures on a filtered space
Matthias Georg Mayer
We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit that measures the similarit…