ePrints@IIScePrints@IISc Home | About | Browse | Latest Additions | Advanced Search | Contact | Help

On infinitesimal σ-fields generated by random processes

Borkar, Vivek S (1993) On infinitesimal σ-fields generated by random processes. In: Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 103 (3). pp. 329-332.

Random.pdf - Published Version

Download (135Kb)
Official URL: http://www.springerlink.com/content/a2361845162190...


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

Item Type: Journal Article
Related URLs:
Additional Information: Copyright of this article belongs to Indian Academy of Sciences.
Keywords: Random processes;look-ahead σ-field;look-back σ-field;Markov processes
Department/Centre: Division of Electrical Sciences > Electrical Engineering
Date Deposited: 18 Feb 2011 05:48
Last Modified: 18 Feb 2011 05:48
URI: http://eprints.iisc.ernet.in/id/eprint/35644

Actions (login required)

View Item View Item