=+20.1. 2.11 | A necessary and sufficient condition for a o-field to be countably generated is that
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=+20.1. 2.11 | A necessary and sufficient condition for a o-field to be countably generated is that $=o(X) for some random variable X. Hint: If =
o(A1, A2 ,... ), consider X =Ex-1f(1 )/10 *, where f(x) is 4 for x=0 and 5 for x = 0.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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