Understanding the Definition of Stopping Times in Set Theory

  • Thread starter cappadonza
  • Start date
In summary, the set \mathcal{S} is defined as the collection of all sets A in \mathcal{F} such that the intersection of A with each set B_n is also in the corresponding sub collection \mathcal{F}_n.
  • #1
cappadonza
27
0
Hi this is more of a set theory question really, I'm a bit confused,

say [tex] \mathcal{F} [/tex] is collections of sets, and [tex] \mathcal{F}_n [/tex] is a sequence of sub collections of sets and say [tex] B_{1}, B_{2} ... [/tex] is a sequence of sets
what does the following mean [tex] \mathcal{S} = \{ A \in \mathcal{F} \colon A \cap B_{n} \in \mathcal{F}_n \forall n \in \mathbb{N} \} [/tex]

for an element to be a member of the set [tex] \mathcal{S} [/tex] which of the conditons must be statisfy
does this mean if [tex] A \cap B_{1} \in \mathcal{F}_1 , \space A \cap B_{2} \in \mathcal{F}_2 ...[/tex] then it belongs to the set or
does it mean all these conditons must be met of it to be a members of the set [tex] A \cap B_{1} \in \mathcal{F}_1 , \space A \cap B_{1} \in \mathcal{F}_2 , \space A \cap B_{1} \in \mathcal{F}_3 ... [/tex] for each [tex] B_{1}, B_{2} ...[/tex]
 
Physics news on Phys.org
  • #2
The first is the correct interpretation, if [itex]A \cap B_1\in\mathcal{F}_1[/itex] and [itex]A \cap B_2\in\mathcal{F}_2[/itex], etc., for all n = 1, 2,..., then A is in the collection.
 

What is a stopping time?

A stopping time is a concept in mathematics and probability theory that refers to a specific time point in a random process at which the outcome of the process can be determined.

How is a stopping time different from a random variable?

A stopping time is a type of random variable that takes on values representing points in time, whereas a general random variable can take on any type of value. Additionally, a stopping time is defined in relation to a specific random process, while a random variable is not.

Can any time point be considered a stopping time?

No, for a time point to be considered a stopping time, it must satisfy certain mathematical properties. The most important property is that the event of the process reaching that time point can be determined using only the information available up until that time point.

How are stopping times used in real-world applications?

Stopping times are used in a variety of fields, such as finance, engineering, and physics, to model and analyze random processes. They are particularly useful in situations where the timing of an event is important, such as stock market crashes or equipment failures.

Can multiple stopping times be defined for the same random process?

Yes, it is possible for a random process to have multiple stopping times. In fact, many real-world scenarios involve multiple stopping times, as different events or outcomes may be of interest at different points in time.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
2
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
6
Views
679
  • Set Theory, Logic, Probability, Statistics
Replies
13
Views
2K
Replies
4
Views
743
Replies
27
Views
930
  • Set Theory, Logic, Probability, Statistics
Replies
15
Views
1K
  • Introductory Physics Homework Help
Replies
15
Views
289
  • Set Theory, Logic, Probability, Statistics
Replies
9
Views
1K
  • Linear and Abstract Algebra
Replies
2
Views
965
  • Set Theory, Logic, Probability, Statistics
Replies
27
Views
3K
Back
Top