Highly Influenced

# Conditional moment representations for dependent random variables

@inproceedings{Bryc1995ConditionalMR, title={Conditional moment representations for dependent random variables}, author={Wlodzimierz Bryc}, year={1995} }

- Published 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.