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Measurable majorants in L1

Published online by Cambridge University Press:  18 May 2009

Alan Lambert
Alan Lambert
Affiliation:
Department of Mathematics, University of North Carolina, Charlotte, North Carolina 28223, U.S.A.
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Given a probability space (X, ℱ, μ) and a σ-algebra A ⊂ ℱ, arguably the most powerful tool in gaining information about an ℱ-measurable function f from restricted knowledge of -measurability is that of the conditional expectation E(f | ); written throughout the remainder of this note. Two properties of conditional expectation that may be exploited to gain information, but which also limit conditional expectation's use are the following.

Type
Research Article
Information
Glasgow Mathematical Journal , Volume 39 , Issue 2 , May 1997 , pp. 183 - 192
Copyright
Copyright © Glasgow Mathematical Journal Trust 1997

References

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