Conditional expectation and the Bergman projection

CONDITIONAL EXPECTATION IN THE KOPKA'S D-POSETS

The notion of a $D$-poset was introduced in a connection withquantum mechanical models. In this paper, we introduce theconditional expectation of  random variables on theK^{o}pka's $D$-Poset and prove the basic properties ofconditional expectation on this  structure.

Conditional Expectation

Let μ and λ be two positive bounded measures on the same meaurable space (Ω,F). We call μ and λ equivalent, and write μ ≡ λ, if they have the same null sets— so, if they were probability measures, the notion of “a.s.” would be the same for both. More generally, we call λ absolutely continuous (AC) w.r.t. μ, and write λ μ, if μ(A) = 0 implies λ(A) = 0, i.e., if every μ-null set is also λ-null. W...

Conditional expectation

Conditional Expectation and Martingales

This is a set of very hurriedly compiled notes. It has not been proof-checked and is likely to have some errors. These, though, should be minor errors and maybe cleared up by referring to the relevant texts. The texts that have been used in the preparation of the notes are Feller; Grimmett and Stirzaker; Goswami and Rao; David Williams; and Mitzenmacher and Upfal. The purpose behind the notes i...

Conditional Expectation and Martingales

These notes are intended to introduce concentration inequalities for martingales with bounded increments. The final section also provides a gentle introduction to conditional expectation based on sigma fields. In contrast to providing a firm foundation for measure-theoretic probability, the primary goal is to introduce the language and intuition used in the study of martingales. The presentatio...