Lattices of random sets and progressivity

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

doi:10.1016/0167-7152(94)00054-c

Lattices of random sets and progressivity

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

Department of Mathematics

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	97-102
Number of pages	6
Journal	Statistics and Probability Letters
Volume	22
Issue number	2
DOIs	https://doi.org/10.1016/0167-7152(94)00054-c
State	Published - 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.

Funders
Natural Sciences and Engineering Research Council of Canada

Keywords

Lattice
Progressive set
Random set
Stopping set

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10.1016/0167-7152(94)00054-c

Cite this

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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.",

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AB - 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.

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KW - Progressive set

KW - Random set

KW - Stopping set

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Lattices of random sets and progressivity

Abstract

Bibliographical note

Funding

Keywords

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