Lattices of random sets and progressivity

B. Gail Ivanoff, Ely Merzbach, Ioana Schiopu-Kratina

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Random sets and stopping sets with respect to a filtration indexed by a collection of closed subsets of a Polish space are studied. In this general setting, the σ-algebra of progressive sets is defined and a characterization of stopping sets is proved in terms of progressive sets.

Original languageEnglish
Pages (from-to)97-102
Number of pages6
JournalStatistics and Probability Letters
Volume22
Issue number2
DOIs
StatePublished - Feb 1995

Bibliographical note

Funding Information:
* Corresponding author. i Research supported by a grant from the Natural Sciences and Engineering Research Council of Canada. 2 Research partially done while the second author was visiting the University of Ottawa. He wishes to thank Professor Ivanoff for her kind hospitality.

Funding

* Corresponding author. i Research supported by a grant from the Natural Sciences and Engineering Research Council of Canada. 2 Research partially done while the second author was visiting the University of Ottawa. He wishes to thank Professor Ivanoff for her kind hospitality.

FundersFunder number
Natural Sciences and Engineering Research Council of Canada

    Keywords

    • Lattice
    • Progressive set
    • Random set
    • Stopping set

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