Question: For a sequence of r.v.s {Xn}, n 1, set Bk = (Xk, Xk+1,...), k 1. Then show that for every k and I

For a sequence of r.v.s {Xn}, n ≥ 1, set Bk = σ(Xk, Xk+1,...), k ≥ 1. Then show that for every k and I with k < 1, it holds that Bk ( B1.

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