@[reducible]
Given a sequence of σ-algebras 𝓐 i on Ω, tailMeasurableSpaceFrom 𝓐 n is the σ-algebra
generated by 𝓐 i for all i ≥ n, i.e. σ(𝓐 n, 𝓐 (n+1), …).
Instances For
@[reducible]
The tail σ-algebra of a sequence of σ-algebras 𝓐 i, defined as
𝓣 = ⋂ₙ σ(𝓐 n, 𝓐 (n+1), …). It contains the information observable by looking only at
events arbitrarily far into the future.
Instances For
@[reducible, inline]
The tail σ-algebra of a sequence of random variables X : ℕ → Ω → β, defined as
𝓣 = ⋂ₙ σ(X n, X (n+1), …). This is the standard tail σ-algebra appearing in Kolmogorov's
0-1 law.