A couple of remarks on the convergence of -fields on probability spaces
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A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Spaces of operators; tensor products; approximation properties (46B28) Axioms; other general questions in probability (60A05)
Abstract: The following modes of convergence of sub--fields on a given probability space have been studied in the literature: weak convergence, strong convergence, convergence with respect to the Hausdorff metric, almost-sure convergence, set-theoretic convergence, monotone convergence. It is noted that all preserve independence, and all are invariant under passage to an equivalent probability measure. Partial results for the case of operator-norm convergence obtain.
Recommendations
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- Some examples and counterexamples of convergence of -algebras and filtrations
Cites work
- \(L^p\)-continuity of conditional expectations
- A conditional 0-1 law for the symmetric \(\sigma\)-field
- A counterexample on the continuity of conditional expectations
- A further note on Bayesian information topologies
- A note on the strong convergence of \(\sigma\)-algebras
- Almost sure equiconvergence of conditional expectations
- An inequality for the Hausdorff-metric of \(\sigma\)-fields
- Compact convergence of \(\sigma\)-fields and relaxed conditional expectation
- Convergence of nonmonotone sequences of sub-\(\sigma\)-fields and convergence of associated subspaces \(L^p(\mathcal B_n)\) (\(p\in[1,+\infty]\))
- Equiconvergence of Martingales
- Foundations of Modern Probability
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- Noise as a Boolean algebra of \(\sigma\)-fields
- Note on the Tightness of the Metric on the Set of Complete Sub \sigma-Algebras of a Probability Space
- On the continuity of conditional expectations
- Some examples and counterexamples of convergence of -algebras and filtrations
- The Hausdorff metric of -fields and the value of information
- Uniform inequalities for conditional expectations
Cited in
(9)- Convergence of nonmonotone sequences of sub-\(\sigma\)-fields and convergence of associated subspaces \(L^p(\mathcal B_n)\) (\(p\in[1,+\infty]\))
- Arithmetic of (independent) sigma-fields on probability spaces
- The Hausdorff metric of -fields and the value of information
- Exchanging the order of two operations on sigma-fields
- scientific article; zbMATH DE number 3871698 (Why is no real title available?)
- scientific article; zbMATH DE number 3962840 (Why is no real title available?)
- Properties and applications of measurable covers and cores
- Some examples and counterexamples of convergence of -algebras and filtrations
- Almost everywhere continuity of conditional expectations
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