An example concerning the convergence of conditional expectations

DOI10.1080/02331889008802271MaRDI QIDQ5750032zbMATH OpenOpenAlexFDO

Authors Uwe Jensen

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802271

zbMATH Keywords

almost sure convergenceconditional expectationsuniform integrability

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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• scientific article; zbMATH DE number 2067899

Cited in

(5)

• A counterexample on the continuity of conditional expectations
• Some special properties of conditional expectation
• An example of pointwise non-convergence of iterated conditional expectation operators
• Comments to the paper ``On uniform integrability of random variables
• On uniform integrability of random variables

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