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arXiv · 0905.3879

A note on Furstenberg's filtering problem

Rodolphe Garbit
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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.

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Rodolphe Garbit. 2009-06-13. A note on Furstenberg's filtering problem. https://arxiv.org/abs/0905.3879

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