A couple of remarks on the convergence of $σ$-fields on probability spaces

Abstract

The following modes of convergence of sub-$σ$-fields on a given probability space have been studied in the literature: weak convergence, strong convergence, convergence with respect to the Hausdorff metric, almost-sure convergence, set-theoretic convergence, monotone convergence. It is noted that all preserve independence, and all are invariant under passage to an equivalent probability measure. Partial results for the case of operator-norm convergence obtain.

10 pages, 1 figure