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P&M: More typos
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Zentrik committed May 27, 2024
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11 changes: 7 additions & 4 deletions ProbAndMeasure/02_measurable_functions.tex
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Expand Up @@ -365,7 +365,7 @@ \subsection{Convergence of measurable functions}
\begin{align*}
\mu\qty(\abs{f_n} > \frac{1}{k}) \to 0.
\end{align*}
So we can choose $n_k$ s.t. $\mu\qty(\abs{f_n} > \frac{1}{k}) \leq \frac{1}{k^2}$.
So we can choose $n_k$ s.t. $\mu\qty(\abs{f_{n_k}} > \frac{1}{k}) \leq \frac{1}{k^2}$.
We can choose $n_{k+1}$ in the same way s.t. $n_{k+1} > n_k$.
So we get a subsequence $n_k$ s.t. $\mu\qty(\abs{f_{n_k}} > \frac{1}{k}) < \frac{1}{k^2}$.
Also $\sum_k \frac{1}{k^2} < \infty$, so $\sum_k \mu\qty(\abs{f_{n_k}} > \frac{1}{k}) < \infty$.
Expand Down Expand Up @@ -408,9 +408,12 @@ \subsection{Convergence of measurable functions}
\end{example}

\subsection{Kolmogorov's zero-one law}
Let $(X_n)_{n \in \mathbb N}$ be a sequence of r.v.s.
We can define $\mathcal T_n = \sigma(X_{n+1}, X_{n+2}, \dots)\footnote{The smallest $\sigma$-algebra s.t. $X_{n+1}, \dots$ are measurable.}$.
Let $\mathcal T = \bigcap_{n \in \mathbb N} \mathcal T_n$ be the \vocab{tail $\sigma$-algebra}, which contains all events in $\mathcal F$ that depend only on the `limiting behaviour' of $(X_n)$.

\begin{definition}[Tail $\sigma$-Algebra]
Let $(X_n)_{n \in \mathbb N}$ be a sequence of r.v.s.
We can define $\mathcal T_n = \sigma(X_{n+1}, X_{n+2}, \dots)\footnote{The smallest $\sigma$-algebra s.t. $X_{n+1}, \dots$ are measurable.}$.
Let $\mathcal T = \bigcap_{n \in \mathbb N} \mathcal T_n$ be the \vocab{tail $\sigma$-algebra}, which contains all events in $\mathcal F$ that depend only on the `limiting behaviour' of $(X_n)$.
\end{definition}

\begin{theorem}[Kolmogorov 0-1 Law]
Let $(X_n)_{n \in \mathbb N}$ be a sequence of independent r.v.s.
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