A map, f:(A,A)→(F,F), is A/F measurable if and only if for some generator F0 of F we have ∀S∈F0[f−1(S)∈A]
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[hide]Statement
A map from a σ-algebra (A,A) to another σ-algebra (F,F), f:A→F, is A/F measurable if and only if for some generator, G, of F[Note 1] we have[1][2]:
- ∀S∈G[f−1(S)∈A]
Which we may alternatively write (for brevity, see: abuses of the implies-subset relation) as:
- f−1(G)⊆A
Proof
TODO: See ref[2] page 6, also lemma 7.2 in[1]
Notes
- Jump up ↑ Thus F=σ(G)
References
- ↑ Jump up to: 1.0 1.1 Measures, Integrals and Martingales - René L. Schilling
- ↑ Jump up to: 2.0 2.1 Probability and Stochastics - Erhan Cinlar
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