๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Conditional expectation and martingales of random sets

โœ Scribed by Christian Hess


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
267 KB
Volume
32
Category
Article
ISSN
0031-3203

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Martingale Convergence of Generalized Co
โœ L. Accardi; R. Longo ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 394 KB

We prove that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions. The situation is therefore different fom the strong topology case, where there are restrictive conditions which distinguish between incre

On the conditional expectation of observ
โœ Beloslav Rieฤan ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 268 KB

A quantum mechanical model is considered based on an MV algebra of fuzzy sets. The conditional expectation is studied of an observable with respect to another one. The main result is a variant of the martingale convergence theorem.

Characterization of set-valued condition
โœ M. Zohry ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 117 KB

## Abstract For an essentially bounded closedโ€convexโ€nonempty setโ€valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated __ฯƒ__ โ€field. (ยฉ 2006 WILEYโ€VCH Verlag GmbH & Co. KGaA, Weinheim)

A stochastic order for random vectors an
โœ Ignacio Cascos Fernรกndez; Ilya Molchanov ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 222 KB

We deรฟne a new stochastic order for random vectors in terms of the inclusion relation for the Aumann expectation of certain random sets. We derive some properties of this order, relate it with other well-known multivariate stochastic convex orders, give a geometrical interpretation in terms of the l