A note on Furstenberg's filtering problem

Rodolphe Garbit (1)

1 LMJL - Laboratoire de Mathématiques Jean Leray

This short note gives a positive answer to an elementary question in probability theory that arose in Furstenberg's famous article "Disjointness in Ergodic Theory". As a consequence, Furstenberg's filtering theorem holds without any integrability assumption.

Domaines: Probabilités [math.PR]; Systèmes dynamiques [math.DS]

Rodolphe Garbit. A note on Furstenberg's filtering problem. 2009. ⟨hal-00387100v1⟩