Open Access
February, 1974 A Note on the Strong Convergence of $\Sigma$-Algebras
Hirokichi Kudo
Ann. Probab. 2(1): 76-83 (February, 1974). DOI: 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.

Kudo: A Note on the Strong Convergence of $\Sigma$-Algebras
Copyright © 1974 Institute of Mathematical Statistics
Hirokichi Kudo "A Note on the Strong Convergence of $\Sigma$-Algebras," The Annals of Probability 2(1), 76-83, (February, 1974). https://doi.org/10.1214/aop/1176996752
Published: February, 1974
Vol.2 • No. 1 • February, 1974
Back to Top