Information and Sigma-algebras

  1. Carlos Hervés-Beloso
  2. Paulo K. Monteiro
Journal:
Working paper series ( RGEA )

Year of publication: 2012

Issue: 6

Type: Working paper

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Abstract

In this work we clarify the relationship between the information that an agent receives from a signal, an experiment or from his own ability to determine the true state of nature that occurs and the infor- mation that an agent receives from a algebra. We show for count- ably generated algebras that the larger it is, larger is the informa- tion. The same is true for general algebras after the removal of a negligible set of states.

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