Uniform Inequalities for Conditional Expectations
Rogge, L.
Ann. Probab., Tome 2 (1974) no. 6, p. 486-489 / Harvested from Project Euclid
The purpose of this note is to show that Neveu's uniform inequality for conditional expectations can be sharpened and extended to arbitrary conditioning sub-$\sigma$-fields. An application of this inequality yields that a sequence of conditional expectations given a $\sigma$-field $\mathscr{F}_n$ converges uniformly for all test functions to a conditional expectation given a $\sigma$-field $\mathscr{F}_\infty$ if and only if the $\sigma$-fields $\mathscr{F}_n$ converge to $\mathscr{F}_\infty$ in the usual metric.
Publié le : 1974-06-14
Classification:  Conditional expectation,  inequality,  metric for $\sigma$-fields,  28A20,  60645
@article{1176996664,
     author = {Rogge, L.},
     title = {Uniform Inequalities for Conditional Expectations},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 486-489},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996664}
}
Rogge, L. Uniform Inequalities for Conditional Expectations. Ann. Probab., Tome 2 (1974) no. 6, pp.  486-489. http://gdmltest.u-ga.fr/item/1176996664/