Extreme points of Banach lattices related to conditional expectations (Q2573439)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extreme points of Banach lattices related to conditional expectations
scientific article

    Statements

    Extreme points of Banach lattices related to conditional expectations (English)
    0 references
    0 references
    22 November 2005
    0 references
    Let \((X, {\mathcal F},\mu)\) be a complete probability space, let \({\mathcal B}\) be a sub-\(\sigma\)-algebra, and let \(\Phi\) be the probabilistic conditional expectation operator determined by \({\mathcal B}\). For \(E \in {\mathcal F}\) one associates \(E^\wedge \in {\mathcal B}\) through \(E^\wedge = \{x \in X : \Phi\chi_E(x)\neq 0\}\). \(E\) is said to be localizing if it is not a null set and \(E \cap B^\wedge = B\) for \(B \subset E\), \(B \in {\mathcal F}\). Let \({\mathcal A} = \{f \in L^\infty (X, {\mathcal F},\mu): \| \Phi(| f| )\| < \infty \}\) and \({\mathcal K} = \{f \in L^1(X, {\mathcal F},\mu): \| \Phi(| f| )\| < \infty \}\). In this interesting paper, the author describes extreme points of the unit ball of these spaces in terms of localizing sets. More precisely, \(f\) is an extreme point if and only if supp\((f)\) is a localizing set and \(\Phi(| f| ) = \chi_E\). This answers a question of \textit{J. Daughtry} and \textit{B. Weinstock} [Glasg. Math. J. 46, 29--36 (2004; Zbl 1077.46011)] in the affirmative.
    0 references
    conditional expectation
    0 references
    extreme point
    0 references
    Banach lattice
    0 references
    uniform \(\lambda\)-property
    0 references

    Identifiers