Difference between revisions of "Pre-image sigma-algebra"
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Revision as of 16:49, 17 July 2015
Let f:X→X′ and let A′ be a σ-algebra on X′, we can define a sigma algebra on X, called A, by:
- A:=f−1(A′):={f−1(A′)| A′∈A′}
TODO: Measures Integrals and Martingales - page 16
