Contractive projections with contractive complement in Lp space

Using the concepts of conditional expectation and independence of subalgebras, we characterize those contractive projections, P, on Lp, over a probability measure space, having the property that I - P is contractive. By contractive projection we mean a linear operator, P, on the Lebesgue space, Lp, 1 < p < [infinity], [not equal to]2, with P2 = P, [short parallel] = 1.

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Year of publication:	1972
Authors:	Byrne, Charles ; Sullivan, Francis E.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 1, p. 1-13
Publisher:	Elsevier
Keywords:	Conditional expectation contractive projection cycle subspaces of Lp independence of sub- [sigma]-algebras regular set isomorphisms mean ergodic theorem martingale

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199594