When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces? (Q935828): Difference between revisions

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Property / cites work: Stochastic optimal control. The discrete time case / rank
 
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Latest revision as of 13:23, 28 June 2024

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When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces?
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    When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces? (English)
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    8 August 2008
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    Given a topological space, it is important to know whether certain cylinder \(\sigma\)-algebras equal its Borel \(\sigma\)--algebra. When this equality holds, measurability, distribution, and independence of Borel random variables taking values in the space can be checked on finite-dimensional coordinates. In the paper under review, a sufficient and necessary condition to test whether a cylinder \(\sigma \)-algebra equals the Borel \(\sigma \)-algebra in a Polish space is given. The result is applied to several examples to illustrate the unified approach. A generalization to Borel spaces is also noted.
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    cylinder \(\sigma\)--algebra
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    Borel \(\sigma\)--algebra
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    Polish space
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    Borel space
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