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Conditional measures and operators

Author

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  • Rao, M. M.

Abstract

A detailed study of the structure of conditional expectations and conditional probability measures is presented. Some characterizations of conditional expectations as a subclass of projection operators on Banach function spaces, and similarly conditional probabilities as a subclass of vector valued measures on such spaces are included. As applications of these results, a representation of Reynolds operators and related unified formulation of ergodic-martingale theorems are given.

Suggested Citation

  • Rao, M. M., 1975. "Conditional measures and operators," Journal of Multivariate Analysis, Elsevier, vol. 5(3), pages 330-413, September.
  • Handle: RePEc:eee:jmvana:v:5:y:1975:i:3:p:330-413
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