All Questions
2 questions
1
vote
1
answer
135
views
KL-divergence and sub-$\sigma$-algebras
I am trying to understand if the following claim is true:
Let $P$, $Q$ be probability measures on $\mathcal{X}$. For any $\sigma$-algebra $\mathcal{G}$, with countably many atoms (sets with $\...
- 13
1
vote
1
answer
3k
views
basic measure theory question - measure on the natural numbers [closed]
I am looking for a succinct way to describe a subset of the natural numbers which has ``measure zero" in the following sense: Let X_1 \subset X_2 \subset .... be any strictly nesting sequence of ...
