For a sequence of r.v.s {Xn}, n 1, set Bk = (Xk, Xk+1,...), k 1.

For a sequence of r.v.s {Xn}, n ≥ 1, set Bk = σ(Xk, Xk+1,...), k ≥ 1. Then show that for every k and I with k < 1, it holds that Bk ( B1.