• On infinitesimal σ-fields generated by random processes

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      https://www.ias.ac.in/article/fulltext/pmsc/103/03/0329-0332

    • Keywords

       

      Random processes; look-ahead σ-field; look-back σ-field; Markov processes

    • 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.

    • Author Affiliations

       

      Vivek S Borkar1

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

       
  • Proceedings – Mathematical Sciences | News

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