A counterexample on the continuity of conditional expectations (Q1100809)
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scientific article; zbMATH DE number 4044870
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| English | A counterexample on the continuity of conditional expectations |
scientific article; zbMATH DE number 4044870 |
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A counterexample on the continuity of conditional expectations (English)
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1988
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Martingae convergence theorems give the answers for some questions about the continuity of conditional expectations. This paper shows an example of a converging sequence (in a natural sense) of \(\sigma\)-algebras such that the corresponding sequence of conditional expectations does not converge a.e. The similar convergence in \(L^ p\) (1\(\leq p\leq \infty)\) holds (Fetter's theorem) and a simple proof of this theorem is given in this paper, too.
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Martingae convergence theorems
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continuity of conditional expectations
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0.8675277233123779
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0.8215317130088806
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0.774176299571991
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0.7698586583137512
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0.7678007483482361
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