Doob–Dynkin lemma
id:
doob-dynkin-lemma-251-704335
title:
Doob–Dynkin lemma
text:
In probability theory, the Doob–Dynkin lemma, named after Joseph L. Doob and Eugene Dynkin, characterizes the situation when one random variable is a function of another by the inclusion of the σ -algebras generated by the random variables. The usual statement of the lemma is formulated in terms of one random variable being measurable with respect to the σ -algebra generated by the other. The lemma plays an important role in the conditional expectation in probability theory, where it allows repl
brand slug:
wiki
category slug:
encyclopedia
description:
Statement in probability theory
original url:
https://en.wikipedia.org/wiki/Doob%E2%80%93Dynkin_lemma
date created:
date modified:
2023-12-05T15:23:10Z
main entity:
{"identifier":"Q1242399","url":"https://www.wikidata.org/entity/Q1242399"}
image:
fields total:
13
integrity:
14