A note on Furstenberg's filtering problem
Probability
2009-06-13 v3 Dynamical Systems
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.
Keywords
Cite
@article{arxiv.0905.3879,
title = {A note on Furstenberg's filtering problem},
author = {Rodolphe Garbit},
journal= {arXiv preprint arXiv:0905.3879},
year = {2009}
}