Isotonic approximation in \(L_{1}\) (Q1867502)

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Isotonic approximation in \(L_{1}\)
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    Isotonic approximation in \(L_{1}\) (English)
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    2 April 2003
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    Let \((\Omega,{\mathcal A},P)\) be a measurable space and \({\mathcal L}\subset{\mathcal A}\) a sub-\(\sigma\)-lattice of the \(\sigma\)-algebra \({\mathcal A}\). For \({X\in L_1(\Omega,{\mathcal A},P)}\) by \({P_{\mathcal L}X}\) the authors denote the set of conditional 1-means, i.e. set of all \({\mathcal L}\)-measurable functions \(Y\) such that \[ \|X-Y\|_1\leq\|X-Z\|_1\;\;\forall Z\in L_1({\mathcal L}). \] It is well known that 1-mean exists but the uniqueness can fail. The non-uniqueness presents an additional difficulty in consideration of 1-means comparing with previous investigation of Landers and Rogge on \(s\)-means for \({s>1}\). The authors obtain characterizations of elements in \({P_{\mathcal L}X}\). Using these characterizations they extend the operator \({P_{\mathcal L}}\) to a bigger space \({L_0(\Omega,{\mathcal A},P)}\) of \({\mathcal A}\)-measurable functions that are finite a.e. When \({ {\mathcal L}_n\to {\mathcal L}_{\infty} }\) as \({n\to\infty}\) the authors prove theorems about a.e. convergence and obtain bounds for certain maximal function. The case of totally ordered \(\sigma\)-lattices considered and a generalization of results of \textit{R. Huotari, A. Meyerowitz} and \textit{M. Sheard} [J. Approximation Theory 47, 85-91 (1986; Zbl 0599.41044)] is obtained.
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    1-means
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    monotone approximations
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    a.e. convergence
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