A note on Furstenberg's filtering problem

作者:Garbit Rodolphe*
来源:Israel Journal of Mathematics, 2011, 182(1): 333-336.
DOI:10.1007/s11856-011-0033-5

摘要

This note gives a positive answer to an old question in elementary probability theory that arose in Furstenberg's seminal article "Disjointness in Ergodic Theory." As a consequence, Furstenberg's filtering theorem holds without any integrability assumption.

  • 出版日期2011-3

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