Convergence results for conditional expectations
Crimaldi, Irene ; Pratelli, Luca
Bernoulli, Tome 11 (2005) no. 1, p. 737-745 / Harvested from Project Euclid
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Let E,F be two Polish spaces and [Xn,Yn],[X,Y] random variables with values in E×F (not necessarily defined on the same probability space). We show some conditions which are sufficient in order to assure that, for each bounded continuous function f on E×F, the conditional expectation of f(Xn,Yn) given Yn converges in distribution to the conditional expectation of f(X,Y) given Y.
Publié le : 2005-08-14
Classification:  conditional expectation,  Skorohod's theorem,  weak convergence of probability measures 
@article{1126126767,
     author = {Crimaldi, Irene and Pratelli, Luca},
     title = {Convergence results for conditional expectations},
     journal = {Bernoulli},
     volume = {11},
     number = {1},
     year = {2005},
     pages = { 737-745},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1126126767}
}

Crimaldi, Irene; Pratelli, Luca. Convergence results for conditional expectations. Bernoulli, Tome 11 (2005) no. 1, pp.  737-745. http://gdmltest.u-ga.fr/item/1126126767/