ThmDex – An index of mathematical definitions, results, and conjectures.
Measurable transformation preserves independent countable random collection
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $M_n = (\Xi_n, \mathcal{F}_{\Xi_n})$ is a D1108: Measurable space for each $n \in \mathbb{N}$
(ii) $X_n : \Omega \to \Xi_n$ is a D202: Random variable from $P$ to $M_n$ for each $n \in \mathbb{N}$
(iii) $\{ X_n \}_{n \in \mathbb{N}}$ is an D2713: Independent random collection on $P$
(iv) $f_n : \Xi_n \to \Theta_n$ is a D201: Measurable map on $M_n$ for each $n \in \mathbb{N}$
Then $\{ f_n (X_n) \}_{n \in \mathbb{N}}$ is an D2713: Independent random collection on $P$.
Subresults
R4920: Measurable transformation preserves independent finite random collection
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $M_n = (\Xi_n, \mathcal{F}_{\Xi_n})$ is a D1108: Measurable space for each $n \in \mathbb{N}$
(ii) $X_n : \Omega \to \Xi_n$ is a D202: Random variable from $P$ to $M_n$ for each $n \in \mathbb{N}$
(iii) $\{ X_n \}_{n \in \mathbb{N}}$ is an D2713: Independent random collection on $P$
(iv) $f_n : \Xi_n \to \Theta_n$ is a D201: Measurable map on $M_n$ for each $n \in \mathbb{N}$
This result is a particular case of R2407: Measurable transformation preserves independence. $\square$