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On infinitesimal σ-fields generated by random processes

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Abstract

It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

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Authors and Affiliations

  1. Department of Electrical Engineering, Indian Institute of Science, 560 012, Bangalore, India

    Vivek S Borkar

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  1. Vivek S Borkar
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Borkar, V.S. On infinitesimal σ-fields generated by random processes. Proc. Indian Acad. Sci. (Math. Sci.) 103, 329–332 (1993). https://doi.org/10.1007/BF02866995

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  • DOI: https://doi.org/10.1007/BF02866995

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