4.1 Function-generated sigma-algebras

4.2 Borel preimages

4.3 Triatomic example

4.4 Doob's representation for binary random variables

4.5 Doob's representation for finite-range random variables

4.6 Approximating by finite-range functions

4.7 Monotone class theorem

Alternative reading material

  • [Jacod & Protter, Chapter 8, and Def 23.3 and Thm 23.2 in Chapter 23, and Result 1 of Chapter 9]
  • [Williams, Chapters 3.8, 3.13 and Appendix A3]
Last modified: Wednesday, 20 January 2021, 3:08 PM