Alphabeta Math
CounterexampleConstruction: AI-generatedVerification: AI-adaptedPipeline-generatedjudge pass (gpt-5.6-terra)audited 2026-09-10
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Conditioning does not preserve strict inequalities

Statement refuted

Even when X(ω)<Y(ω) at every point, arbitrary versions of their conditional expectations need not satisfy that strict inequality at every point. This is a pointwise-version counterexample; strict almost-sure inequalities are preserved.

Facts & Assumptions

Given: The claim that pointwise strict input order must hold for every pair of conditional versions at every point; a two-atom witness will be constructed.

[F1]

The class is specified by event integrals, not by fixed values at null points. (Conditional expectation as an ae class)

[F2]

Strict almost-sure order is preserved by conditional expectation. (Basic algebra and order properties of conditional expectation)

Counterexample

technique · direct
1.1

On Ω={a,b} take the full sigma-algebra G=F and P(A)=1{bA}. Countable additivity holds because at most one member of a disjoint sequence contains b, and total mass is one. Let X=0 and Y=1 everywhere. Then X<Y at both points. Set S(a)=2,S(b)=0 and T=1 everywhere; these are measurable and integrable.

given
2.1

For every A, AS=0=AX and AT=P(A)=AY, so [F1] makes S,T conditional versions. At a, however, S(a)=2 is larger than T(a)=1. At the mass-one point b, S(b)=0<T(b)=1. Hence the failed strict pointwise inequality is fully consistent with the strict almost-sure order theorem [F2].

step 1.1F1F2

Source notes

Durrett §4.1 version convention, printed p.206. The local basic-properties theorem proves strict almost-sure preservation. The stable requested ID retains the Step-3-approved pointwise interpretation.

Depends on

Used by

Nothing in the library uses this result yet.

Dependency tree · two levels

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Sources