By means of examples, show that: (i) need not imply if μ is not finite. (ii) need
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(i) need not imply if μ is not finite.
(ii) need not imply even if μ is finite.
In (i), take W = Ã, A = B, μ = l, the Lebesgue measure, and choose the r.v.s suitably, In part (ii) , take W = (0, 1], A = BW, μ = l the Lebesgue measure, and choose the r.v.s suitably.
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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