Timeline for Measurability / Integrability of a monotone transformation of random variables
Current License: CC BY-SA 3.0
3 events
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Dec 15, 2016 at 18:29 | comment | added | Anthony Quas | I think monotonicity should automatically imply Borel-measurability. Claim 2, however, is nonsense. If $n=1$ and $T(x)=x/(1-x)$, then if $A_1$ is uniformly distributed on the unit interval, $T(A_1)$ has infinite expectation. | |
| Dec 15, 2016 at 16:28 | history | asked | Mark | CC BY-SA 3.0 |