A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice
Dykstra, Richard L.
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 698-701 / Harvested from Project Euclid
Several authors [1], [2], $\cdots$, [6], have derived characterizations of a conditional expectation operator. That is, if $T$ is a transformation which maps a particular set of functions into the same set, then necessary and sufficient conditions are specified so that $T$ is a conditional expectation operator. It is shown in the present paper that a similar sort of characterization can be found in the more general case when $T$ is a conditional expectation with respect to a $\sigma$-lattice operator even though $T$ need not be linear.
Publié le : 1970-04-14
Classification: 
@article{1177697117,
     author = {Dykstra, Richard L.},
     title = {A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 698-701},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697117}
}
Dykstra, Richard L. A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  698-701. http://gdmltest.u-ga.fr/item/1177697117/