B****n
发帖数: 11290 | 1 T is a space, F is its sigma algebra, P is a probability measure defined on F
S is a metric space,K is its sigma algebra
A(w,t),B(w,t) are two stochastic processes in S(ie. given w in
T,A(w,t),B(w,t) are in S and
{w:A(w,t) in C(in K)} belongs to F )
A(t),B(t) is independent <=>P(w|A(w,t) in C intersect B(w,t) in D)=P(A(w,t) in
C)*P(B(w,t) in D)
where C and D are in K ..........(1)
define finite dimensional set : j is a projection from S to R^k ,finite
dimensional set is
j^(-1)(A) where A belongs |
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