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Timeline for Blumenthal 0-1 law

Current License: CC BY-SA 4.0

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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