Nonlinear projections and generalized conditional expectations in Banach spaces (Q653412)

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scientific article; zbMATH DE number 5990179
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    Nonlinear projections and generalized conditional expectations in Banach spaces
    scientific article; zbMATH DE number 5990179

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      Nonlinear projections and generalized conditional expectations in Banach spaces (English)
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      19 December 2011
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      Let \(E\) be a smooth, strictly convex and reflexive Banach space, let \(C_{*}\) be a closed linear subspace of the dual space \(E^{*}\) of \(E\), and let \(\Pi_{C_{*}}\) be the generalized projection of \(E^{*}\) onto \(C_{*}\). The present paper studies mappings \(R=J^{-1}\Pi_{C_{*}}J\), where \(J\) is the normalized duality mapping from \(E\) into \(E^*\). Such a mapping is a sunny generalized nonexpansive retraction of \(E\) onto \(J^{-1}C_{*}\), and is related to conditional expectations in probability theory. Some fundamental properties are obtained, then a relation between such a nonlinear retraction \(R\) and the metric projection is studied. Finally, the authors obtain several convergence results, related to generalized martingales in probability theory.
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      Banach space
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      generalized nonexpansive mapping
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      nonexpansive retraction
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      generalized nonexpansive retraction
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      metric projection
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      generalized conditional expectation
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      strong convergence
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      conditional probability
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      generalized martingale
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