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Continuity properties of sample functions

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Part of the book series: Die Grundlehren der Mathematischen Wissenschaften ((GL,volume 104))

Abstract

In what follows we shall give further theorems concerning almost all (3) sample functions. It is important to distinguish between two kinds of assertions: (i) an assertion about x (t, ω) for a. a.ω at a fixed t which is the same for allω; (ii) an assertion about x(•,ω ) for a. a.ω at a generic regarded as the running adscissa in the sample graph (t,x(t, ω) ),t∉T,for each ω. thus the exceptional null set may depend on t in case (i) but not in case(ii) in Naturally (i) is a special case of (ii). As anc an example, the second assertion in Theorem 5.6 may be stated as fol- lows: for a fixed t and stable i, t∉ S i (w) implies that t is in an (open) i-interval of x(•, ω) for a.a. w. This is an assertion of the first kind; the corresponding assertion of the second kind is false at a generic t which is an endpoint of an i-interval. Similarly, Theorem 2 below is for an assertion of the first kind while the corresponding assertion of the second kind will be given in Theorem 7.4.

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© 1960 Springer-Verlag OHG. Berlin · Göttingen · Heidelberg

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Chung, K.L. (1960). Continuity properties of sample functions. In: Markov Chains with Stationary Transition Probabilities. Die Grundlehren der Mathematischen Wissenschaften, vol 104. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49686-8_23

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  • DOI: https://doi.org/10.1007/978-3-642-49686-8_23

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-49408-6

  • Online ISBN: 978-3-642-49686-8

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