A filtrationPlanetmathPlanetmath is a sequence of sets A1,A2,,An with


If one considers the sets A1,,An as elements of a larger set which are partially ordered by inclusion, then a filtration is simply a finite chain with respect to this partial ordering. It should be noted that in some contexts the word “filtration” may also be employed to describe an infinite chain.

Title filtration
Canonical name Filtration
Date of creation 2013-03-22 12:08:38
Last modified on 2013-03-22 12:08:38
Owner CWoo (3771)
Last modified by CWoo (3771)
Numerical id 9
Author CWoo (3771)
Entry type Definition
Classification msc 03E20
Related topic FiltrationOfSigmaAlgebras