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Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.

2 votes
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Kolmogoroff condition for truncated random variables

Question summary. Does the Kolmogoroff condition $\sum_{n=1}^\infty\frac{\mathbb V Y_n}{n^2} < \infty$ hold for truncated random variables $Y_n := X_n \cdot 1_{\{X_n \le n\}}$ (see below for a more ri …
Maximilian Janisch's user avatar