A couple of remarks on the convergence of $\sigma$-fields on probability spaces
Matija Vidmar
Abstract
Open-access reader
Matija Vidmar
Abstract
Open-access reader
The following modes of convergence of sub-$\sigma$-fields on a given probability space have been studied in the literature: weak convergence, strong convergence, convergence with respect to the Hausdorff metric, almost-sure convergence, set-theoretic convergence, monotone convergence. It is noted that all preserve independence, and all are invariant under passage to an equivalent probability measure. Partial results for the case of operator-norm convergence obtain.
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The following modes of convergence of sub-$\sigma$-fields on a given probability space have been studied in the literature: weak convergence, strong convergence, convergence with respect to the Hausdorff metric, almost-sure convergence, set-theoretic convergence, monotone convergence. It is noted that all preserve independence, and all are invariant under passage to an equivalent probability measure. Partial results for the case of operator-norm convergence obtain.
Key concepts: Compact convergence, Mathematics, Normal convergence, Convergence tests, Modes of convergence (annotated index), Weak convergence, Convergence (economics), Sigma