Martingale convergence of generalized conditional expectations (Q1310818)
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English | Martingale convergence of generalized conditional expectations |
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Martingale convergence of generalized conditional expectations (English)
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9 June 1994
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A martingale convergence theorem for generalized conditional expectations is considered. It is, in its essence, a theorem on the convergence of the modular structures associated to a decreasing (increasing) sequence of von Neumann algebras, to the corresponding modular structures associated to the intersection (closure of the union) of the given sequence. In the present paper the basic ideas, developed for the increasing case (a general continuity property of the polar decomposition for graph increasing sequences of linear operators), are adapted to the decreasing case. It is proved, that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions, but in the strong topology case there are restrictive conditions, which distinguish between increasing and decreasing sequences of von Neumann algebras. This result is optimal, in the sense that in the decreasing case there are known counterexamples to the strong martingale convergence.
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martingale convergence theorem
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generalized conditional expectations
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von Neumann algebras
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continuity property of the polar decomposition
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weak topology
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strong topology
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strong martingale convergence
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