Products of Conditional Expectation Operators: Convergence and Divergence
نویسندگان
چکیده
منابع مشابه
On Convergence of Conditional Expectation Operators
Given an operator T : UX(Σ) → Y or T : C(H,X) → Y , one may consider the net of conditional expectation operators (Tπ) directed by refinement of the partitions π. It has been shown previously that (Tπ) does not always converge to T . This paper gives several conditions under which this convergence does occur, including complete characterizations when X = R or when X∗ has the Radon-Nikodým prope...
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Iterates of a Product of Conditional Expectation Operators
Let (Ω,F , μ) be a probability space and let T = P1P2 · · ·Pd be a finite product of conditional expectations with respect to the sub σ-algebras F1,F2, . . . ,Fd. Since conditional expectations are contractions of all Lp(μ) spaces, p ∈ [1,∞], so is T . When d = 2, Burkholder and Chow [2] proved that for every f ∈ L2(μ) the iterates T f converge a.s. (and thus also in L2-norm) to the conditional...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2020
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-020-01000-5