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Conditional expectations for general measure spaces

Authors :
N. Dinculeanu
Source :
Journal of Multivariate Analysis. 1:347-364
Publication Year :
1971
Publisher :
Elsevier BV, 1971.

Abstract

The classical conditional expectation with respect to σ-algebras, on probability measure spaces, has been extended for infinite measure spaces. In this paper we consider conditional expectations with respect to δ-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 < ∞, and, for localizable measures, also in L∞.The properties of the classical conditional expectation remain true in the general case, sometimes with some modifications.

Details

ISSN :
0047259X
Volume :
1
Database :
OpenAIRE
Journal :
Journal of Multivariate Analysis
Accession number :
edsair.doi.dedup.....1fdfa8f3b06bd9c6340383464783b610