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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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A set of positive-measure not being a countable union of cylinder sets and zero-measure sets?

Let $(A^\mathbb{N}, \mathcal{B}(A^\mathbb{N}), \mu)$ be a measure space, where $A^\mathbb{N}$ is a set of one-sided sequences over a finite alphabet $A \subset \mathbb{N}$, $\mathcal{B}(A^\mathbb{N})$ …
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