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Evaluation of the expected value of a determinant

✍ Scribed by T.W. Anderson

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 110 KB
Volume: 8
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(89)90077-1

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## Abstract For an essentially bounded closed‐convex‐nonempty set‐valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated __σ__ ‐field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)