Commit 2024-03-13 15:40 e82ee277
View on Github →feat: countable filtration in a countably generated measurable space (#10945)
In a countably generated measurable space α
, we can build a sequence of finer and finer finite measurable partitions of the space such that the measurable space is generated by the union of all partitions.
This sequence of partitions (countablePartition α n
) is defined in MeasureTheory.MeasurableSpace.CountablyGenerated
. This is a new file in which we put the definition of CountablyGenerated
(which was previously in MeasurableSpace.Basic).
In Probability.Process.CountablyGenerated
, we build the filtration generated by countablePartition α n
for all n : ℕ
, which we call countableFiltration α
.