An inequality for the Hausdorff-metric of \(\sigma\)-fields

DOI10.1214/aop/1176992541zbMath0597.60003OpenAlexW1989485846MaRDI QIDQ1079273

Dieter Landers, Lothar Rogge

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992541

zbMATH Keywords

conditional expectationsHausdorff-metric of sigma-fieldsnorm-inequalities for

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Martingales and classical analysis (60G46)

Related Items (10)

The exact approximation order of the random maximum Of cumulative sums Of independent variables ⋮ Sharp orders of convergence in the random central limit theorem ⋮ Generalized martingales, generalized Markov chains and generalized harmonic functions ⋮ A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces ⋮ Similarity of differential information with subjective prior beliefs ⋮ Uniform continuity of information combination ⋮ Distances between \(\sigma \)-fields on a probability space ⋮ Filtrations for which all \({\mathcal H}^2\) martingales are of integrable variation; distances between \(\sigma\)-algebras ⋮ A further note on Bayesian information topologies ⋮ A theorem of the maximin and applications to Bayesian zero-sum games

This page was built for publication: An inequality for the Hausdorff-metric of \(\sigma\)-fields