A Note on the Strong Convergence of $\Sigma$-Algebras
Open Access
- 1 February 1974
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 2 (1) , 76-83
- https://doi.org/10.1214/aop/1176996752
Abstract
A quantity $\int |E\mathscr{B} f| dP$ (or equivalently $\int|u - P(A: \mathscr{B})| dP, 0 < u < 1)$ associated with a $\sigma$-algebra $\mathscr{B}$ is shown to act as a criterion for a type of convergence of $\sigma$-algebras. This quantity also defines an ordering of $\sigma$-algebras, so that upper and lower limits can be defined in terms of this quantity. Another criterion for the convergence of $\sigma$-algebras is described based on the existence of these limits.
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