Let P = {An, n = 1, 2,...} be a partition of ( where An ( (,

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Let P = {An, n = 1, 2,...} be a partition of ( where An ( (, n ≥ 1, and let C be the class of all sums of members in P. Then show that C is the σ-field generated by the class P.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:19 AM

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Let P = {An, n = 1, 2,...} be a partition of ( where An ( (,

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Clearly C is every member of C is a countable union of members of P and C is the ...View the full answer

An Introduction to Measure Theoretic Probability

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