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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.
2
votes
0
answers
66
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Measurability / Integrability of a monotone transformation of random variables
I am trying to wrap my head around the following statement, which involves a monotone transformation of random variables.
Let $n\in\mathbb{N}$ be fix and $\{A_{i}\}_{i=1,\ldots,n}$ a family of non-ne …
2
votes
1
answer
242
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Measurability of a parametrized conditional expectation
Let $(\Omega,\mathcal{F},\mathbb{P})$ be a probability space and $\mathcal{G}\subset\mathcal{F}$ a Sub-$\sigma$-Algebra. Moreover, let $X:\Omega\rightarrow\mathbb{R}$ be a random variable and $F:\math …