Talk:Cylinder set

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[edit] Remove example

I'm removing this example, added by anon some months ago:

The n-dimensional cylinder sets of C[0,1] are defined by
\mathcal{C}_n= \{ x \in C[0,1] : x_{t_1} \in A_1, \ldots x_{t_n} \in A_n \}
where the Ai for i from 1 to n are Borel subsets of R. The cylinder sets of C[0,1] are then defined by the union
\bar \mathcal{C} = \bigcup_1^\infty \mathcal{C}_n
The σ algebra generated by the cylinder sets is defined to be the intersection of all σ algebras over C[0,1] which contains \bar \mathcal{C}. This σ algebra \mathcal{C} is frequently considered as the σ algebra of C[0,1] functions and is important in the development of the theory of continuous stochastic processes.

I'm removing it because I can't figure out what its trying to say. I think C[0,1] is supposted to be the set of all discrete-time stochastic processes, or something like that; not sure. The union also does not make sense. linas 21:18, 27 October 2006 (UTC)