Conditional moment representations for dependent random variables

@inproceedings{Bryc1995ConditionalMR,
  title={Conditional moment representations for dependent random variables},
  author={Wlodzimierz Bryc},
  year={1995}
}
Abstact: 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 σ-fields. For finite families of σ-fields, explicit inequality equivalent to solvability is stated; sufficient conditions are given for finite and infinite families of σ-fields, and explicit expansions are presented. 

From This Paper

Topics from this paper.
1 Citations
13 References
Similar Papers

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 13 references

Conditional expectation with respect to dependent σ-fields

  • W. Bryc
  • In: Proceedings of the Seventh Conference on…
  • 1984
Highly Influential
5 Excerpts

Every ”lower psi-mixing” Markov chain is ”interlaced rho-mixing

  • R. Bradley
  • 1996
1 Excerpt

Moment conditions for almost sure convergence of weakly correlated random variables

  • A. Buja, T. Hastie, R. Tibshirani
  • Proc . Amer . Math . Soc .
  • 1993

On the spectral density and asymptotic normality of weakly dependent random fields

  • R. Bradley
  • Journ. Theoret. Probab. 5
  • 1992

Kwapień, On the conditional expectation with respect to a sequence of independent σ-fields

  • S. W. Bryc
  • Z. Wahrsch. Verw. Gebiete
  • 1979
2 Excerpts

Optimal reconstruction of a function from its projections

  • B. F. Logan, L. A. Shepp
  • Duke Math. Journ
  • 1975
2 Excerpts

A generalization of a problem of Steinhaus

  • J. Komlós
  • Acta Math. Acad. Sci. Hung. 18
  • 1967
1 Excerpt

The existence of probability measures with given marginals

  • V. Strassen
  • Ann. Math. Statist. 36
  • 1965
1 Excerpt

Similar Papers

Loading similar papers…