Abstract : This short note gives a positive answer to an old question in elementary probability theory that arose in Furstenberg's seminal article "Disjointness in Ergodic Theory." As a consequence, Furstenberg's filtering theorem holds without any integrability assumption.
https://hal.archives-ouvertes.fr/hal-00387100
Contributor : Rodolphe Garbit <>
Submitted on : Friday, June 12, 2009 - 11:25:16 PM Last modification on : Wednesday, April 8, 2020 - 9:16:08 AM Long-term archiving on: : Thursday, September 23, 2010 - 5:06:26 PM