OurBigBook.comSite Source code

Tail sigma-algebra ( $T$ )

For a sequence of random variables

(X_{n})

, the tail sigma-algebra is

T = ⋂_{n \geq 1} σ (X_{n}, X_{n + 1}, \dots) .

Its events are unaffected by changing any finite initial segment.

Table of contents 39 1
- Kolmogorov zero-one law Tail sigma-algebra 15

 Ancestors (6)

 Incoming links (2)