![For this purpose we proceed as follows. Let C([0,T] ,IR) denote of all continuous functions from [0, T] to IR. Let E = [0, T] × H : E IR by](https://images.tandf.co.uk/common/jackets/crclarge/978042922/9780429223976.jpg "For this purpose we proceed as follows. Let C([0,T] ,IR) denote of all continuous functions from [0, T] to IR. Let E = [0, T] × H : E IR by")
ABSTRACT
It is clear that the sequence of processes {( i, F(Si)) : i 1} is exchangable. Thus limn l
plies that
lim n
1 n
where I is the invariant -field of the stationary sequence {(Si, Ni Z) : i 1}. As in Kurtz and Xiong ([8, Theorem 2.3]) we use the independence of (Si,Ni) to note that I is contained in the completion of the -field generated by Z. Now II.9 implies
lim n
1 n
