Conditional measures and operators
A detailed study of the structure of conditional expectations and conditional probability measures is presented. Some characterizations of conditional expectations as a subclass of projection operators on Banach function spaces, and similarly conditional probabilities as a subclass of vector valued measures on such spaces are included. As applications of these results, a representation of Reynolds operators and related unified formulation of ergodic-martingale theorems are given.
Year of publication: |
1975
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Authors: | Rao, M. M. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 3, p. 330-413
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Publisher: |
Elsevier |
Keywords: | Conditional expectations conditional probability measures Jensens inequality averaging and Sidak identities contractive projections regular and perfect conditional measures Dunford-Schwartz and order integrals Reynolds identity generalized martingale unified ergodic-martingale formulation disintegration of vector measures semivariation of conditional measures |
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