It is shown that the Hausdorff-metric of $\sigma$-fields--which plays an important role for uniform martingale theorems--has a surprising "additivity" property. For example this property can be used to obtain a sharpened version of a uniform inequality for conditional expectations.
Publié le : 1986-04-14
Classification:
Hausdorff-metric of $\sigma$-fields,
norm-inequalities for conditional expectations,
60A10,
60G46
@article{1176992541,
author = {Landers, D. and Rogge, L.},
title = {An Inequality for the Hausdorff-Metric of $\sigma$-Fields},
journal = {Ann. Probab.},
volume = {14},
number = {4},
year = {1986},
pages = { 724-730},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992541}
}
Landers, D.; Rogge, L. An Inequality for the Hausdorff-Metric of $\sigma$-Fields. Ann. Probab., Tome 14 (1986) no. 4, pp. 724-730. http://gdmltest.u-ga.fr/item/1176992541/