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Theorems · Definition · probability

MeasureTheory.Filtration.piLE

{ι : Type u_2} →
  [inst : Preorder ι] →
    {X : ι → Type u_4} → [inst_1 : (i : ι) → MeasurableSpace (X i)] → MeasureTheory.Filtration ι MeasurableSpace.pi

The canonical filtration on the product space Π i, X i, where piLE i consists of measurable sets depending only on coordinates ≤ i.

Defined in
Mathlib.Probability.Process.Filtration
Cited by
5 results in Mathlib
Foundations
Depth 74 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
PreorderMeasurableSpace

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