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Atlas.TheoryOfProbability.code.TailSigmaAlgebra

@[reducible]
def tailMeasurableSpaceFrom {Ω : Type u_1} (𝓐 : MeasurableSpace Ω) (n : ) :

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]
    def tailMeasurableSpace {Ω : Type u_1} (𝓐 : MeasurableSpace Ω) :

    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.

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      @[reducible, inline]
      abbrev tailMeasurableSpaceOfFun {Ω : Type u_1} {β : Type u_2} [MeasurableSpace β] (X : Ωβ) :

      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.

      Instances For