THE HAUSDORFF METRIC OF SIGMA-FIELDS AND THE VALUE OF INFORMATION

成果类型:
Article
署名作者:
VANZANDT, T
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1993
页码:
161-167
关键词:
摘要:
Using a result by Landers and Rogge, it is shown that the Hausdorff metric of sigma-fields is uniformly equivalent to the metric induced by the Hausdorff distance between sets of measurable functions. An application is given to the continuity of the value of information with respect to the Hausdorff metric of sigma-fields.