diff --git a/ProbAndMeasure/02_measurable_functions.tex b/ProbAndMeasure/02_measurable_functions.tex index 014ec95..629c18c 100644 --- a/ProbAndMeasure/02_measurable_functions.tex +++ b/ProbAndMeasure/02_measurable_functions.tex @@ -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 $\sum_k \mu\qty(\abs{f_{n_k}} > \frac{1}{k}) < \infty$. @@ -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. diff --git a/ProbAndMeasure/probmeasure.pdf b/ProbAndMeasure/probmeasure.pdf index 9c2790b..65f0e6f 100644 Binary files a/ProbAndMeasure/probmeasure.pdf and b/ProbAndMeasure/probmeasure.pdf differ