Joint measurability and the one-way Fubini property for a continuum of independent random variables

DOI10.1090/S0002-9939-05-08016-0zbMath1094.28010OpenAlexW1488174418MaRDI QIDQ5713195

Peter J. Hammond, Yeneng Sun

Publication date: 12 December 2005

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-05-08016-0

zbMATH Keywords

one-way Fubini propertyjoint measurability problemcontinuum of independent random variablesLeob product measuresproduct-measurable sets

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Nonstandard models in mathematics (03H05) Measures and integrals in product spaces (28A35) Nonstandard measure theory (28E05)

Related Items (5)

Monte Carlo sampling processes and incentive compatible allocations in large economies ⋮ The one-way Fubini property and conditional independence: an equivalence result ⋮ Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case ⋮ Asymptotic arbitrage and the APT with or without measure-theoretic structures. ⋮ Individual risk and Lebesgue extension without aggregate uncertainty

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