=+36.3. Let L be a Borel set on the line, let / consist of the Borel subsets
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=+36.3. Let L be a Borel set on the line, let / consist of the Borel subsets of L, and let L' consist of all maps from T into L. Define the appropriate notion of cylinder, and let IT be the o-field generated by the cylinders. State a version of Theorem 36.1 for (L', . T). Assume T countable, and prove this theorem not by imitating the previous proof but by observing that L' is a subset of RT and lies in ST.
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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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