No label defined (Q4239175)

In line with the notion of conditional expectation in operator algebra which was introduced by \textit{H. Umegaki} [Tôhoku Math. J., II. Ser. 8, 86-100 (1956; Zbl 0072.12501)], the author discusses the formulation to connect a general stochastic process with the discrete case of noncommutative operator conditional expectations. In fact, he derives the Karhunen-Loéve expansion that an \(L^2\)-continuous stochastic process \(\xi(t)\), \(t\in\Gamma= [a,b]\) is expressed as the \(L^2\)-uniform limit of the finite sum where the variables \(t\), \(\omega\) are separated by two distinct complete orthonormal systems \(\{e_n\}\), \(\{\eta_n\}\) associated with the process \(\xi\), i.e., \[ \lim_{n\to\infty} \sup_{t\in\Gamma} \int\Biggl| \xi(t,\omega)- \sum^n_{k=1} p(e_k) e_k(t)\eta_k(\omega)\Biggr|^2 dP= 0. \]