Iterates of a product of conditional expectation operators

DOI10.1016/J.JFA.2006.09.008MaRDI QIDQ859669zbMATH OpenOpenAlexFDO

Authors Guy Cohen

Publication date 16 January 2007

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2006.09.008

zbMATH Keywords

almost everywhere convergenceCesàro summabilitycomplex interpolationconditional expectationsmaximal inequalityspectral sets

Mathematics Subject Classification ID

Ergodic theory of linear operators (47A35) Linear operators on function spaces (general) (47B38) Applications of operator theory in probability theory and statistics (47N30) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Review text

Let \((\Omega ,{\mathcal F},\mu )\) be a probability space and let \(T=P_1 P_2 \dots P_d\) be a finite product of conditional expectations with respect to the sub \(\sigma\)-algebras \({\mathcal F}_1 ,{\mathcal F}_2 ,\dots,{\mathcal F}_d \). In the paper it is shown that for all \(f\in L_p(\mu)\), \(1\leq p\leq 2\), the sequence \(\{ T^n f\}\) converges \(\mu\)-a.e., with \[ \lim_{n\to \infty}T^n f=E[f| {\mathcal F}_1\cap {\mathcal F}_2 \cap \dots\cap {\mathcal F}_d ]\quad \mu\text{-a.e.} \]

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Cites work

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• scientific article; zbMATH DE number 3230744 (Why is no real title available?)
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• Iterates of Conditional Expectation Operators
• On Products of Conditional Expectation Operators
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Cited in

(12)

• An example of pointwise non-convergence of iterated conditional expectation operators
• Stochastic alternating projections
• Almost everywhere convergence of convolution powers on compact Abelian groups
• The numerical range and the spectrum of a product of two orthogonal projections
• Products of conditional expectation operators: convergence and divergence
• Ritt operators and convergence in the method of alternating projections
• Iterates of Conditional Expectation Operators
• On Products of Conditional Expectation Operators
• Almost everywhere convergence of powers of some positive L_p contractions
• A functional calculus based on the numerical range: applications
• Polynomial estimates for the method of cyclic projections in Hilbert spaces
• Noncommutative maximal ergodic theorems for positive contractions

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