Decomposition of Lebesgue spaces (Q1267991)
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English | Decomposition of Lebesgue spaces |
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Decomposition of Lebesgue spaces (English)
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22 March 1999
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The author proves existence and uniqueness of a canonical system of measures for a strictly separable \(\sigma\)-subalgebra of a Lebesgue space. Moreover, the product structure of the factor space for the smallest \(\sigma\)-subalgebra generated by strictly separable \(\sigma\)-subalgebras of a Lebesgue space being stochastically independent is studied. The main result concerns a complete description of all possible structures of the factor spaces in connection with a pair of stochastically commuting strictly separable \(\sigma\)-subalgebras.
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decomposition
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factor space
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Lebesgue space
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stochastically independent
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stochastically commuting
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