Timeline for Blumenthal 0-1 law
Current License: CC BY-SA 4.0
8 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Apr 8, 2022 at 18:29 | comment | added | Iosif Pinelis | @CalculusFractional : As I wrote, by Proposition 4 on p. 18 in Bertoin's book, $\bigcap_{t>0}\mathcal F_t=\mathcal F_0$, and $\mathcal F_0$ is the set of all sets of outer probability $0$ and the complements of those sets. | |
Apr 8, 2022 at 18:24 | comment | added | Iosif Pinelis | @CalculusFractional : Blumental's 0-1 law, at least for Lévy processes, is based, as I said, on Kolmogorov's 0-1 law, which is eventually reduced to the obvious statement that, if an event is independent of itself, then its probability must be $0$ or $1$. | |
Apr 8, 2022 at 18:21 | comment | added | Iosif Pinelis | @CalculusFractional : To understand regular/irregular points better, I suggest reading Chapter 8 of the book Brownian Motion by Mörters and Peres, in particular, Theorem 8.3 and Example 8.32 there. | |
Apr 8, 2022 at 17:25 | comment | added | Fractional analysics | In fact, I try to find what is exactly the interction of all sigma algebra t>0. | |
Apr 8, 2022 at 17:21 | comment | added | Fractional analysics | If it is possible to explain a little bit of intuition Blumenthal 0-1law. I checked lots of explaintion but I still can not understand it intuitively. | |
Apr 8, 2022 at 17:13 | comment | added | Fractional analysics | thank you for your helpful comment. Can you explain a little bit your third comment? For my opinion if B is closed the starting point x $\in \partial B$. $\tau_B=0$,but $\tau'_B$ can not happened. How do you understand? | |
Apr 8, 2022 at 17:07 | vote | accept | Fractional analysics | ||
Apr 8, 2022 at 15:32 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |