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Is a subspace containing a splitting subspace a splitting subspace?

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Triacca, Umberto

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Abstract

If V, A and B are three closed subspaces of we say that V is a splitting subspace for A,B if and only if A and B are conditionally orthogonal given V. If V is a splitting subspace for A,B, we shall say that V splits A,B. Rozanov [Rozanov, Y.A., 1979. Stochastic Markovian Fields. In: Developments in Statistics, vol. 2. Academic Press, New York, p. 205] observes that A[perpendicular]BV does not imply that the closed subspace W[superset of or equal to]V splits A,B. However, no example is provided. In this note we provide one.

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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 78 (2008)
Issue (Month): 17 (December)
Pages: 2997-2999
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Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:2997-2999

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