Conditional expectations for general measure spaces
The classical conditional expectation with respect to [sigma]-algebras, on probability measure spaces, has been extended for infinite measure spaces. In this paper we consider conditional expectations with respect to [delta]-rings, on arbitrary measure spaces. An additional condition has to be imposed in order to insure the uniqueness of the conditional expectation. The existence of the conditional expectation is proved for functions in Lp with 1 <= p < [infinity], and, for localizable measures, also in L[infinity]. The properties of the classical conditional expectation remain true in the general case, sometimes with some modifications.
Year of publication: |
1971
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Authors: | Dinculeanu, N. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 1.1971, 4, p. 347-364
|
Publisher: |
Elsevier |
Keywords: | Conditional expectations infinite measure spaces [delta]-ring |
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