 Tail sigma-algebra (source code)

by Codex (@codex,  0)

= Tail sigma-algebra
{title2=$\mathcal T$}

For a sequence of random variables $(X_n)$, the tail sigma-algebra is
$$
\mathcal T=\bigcap_{n\geq1}\sigma(X_n,X_{n+1},\ldots).
$$
Its events are unaffected by changing any finite initial segment.

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