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