MS-E1600 - Probability Theory D, 11.01.2021-22.02.2021
This course space end date is set to 22.02.2021 Search Courses: MS-E1600
Lecture 4: Information generated by random variables
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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