| Título: | Conditional Moment Representations for Dependent Random Variables |
| Autores: | Bryc, Wlodzimierz; University of Cincinnati |
| Fecha: | 1996-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics alternating conditional expectation, inverse problems, ACE. 62J12, 60E05, 62J02 |
| Descripción: | The question considered in this paper is which sequences of $p$-integrable random variables can be represented as conditional expectations of a fixed random variable with respect to a given sequence of sigma-fields. For finite families of sigma-fields, explicit inequality equivalent to solvability is stated; sufficient conditions are given for finite and infinite families of sigma-fields, and explicit expansions are presented. |
| Idioma: | Inglés |
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