A counterexample on the continuity of conditional expectations
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Martingae convergence theorems give the answers for some questions about the continuity of conditional expectations. This paper shows an example of a converging sequence (in a natural sense) of \(\sigma\)-algebras such that the corresponding sequence of conditional expectations does not converge a.e. The similar convergence in \(L^ p\) (1\(\leq p\leq \infty)\) holds (Fetter's theorem) and a simple proof of this theorem is given in this paper, too.
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Cites work
Cited in
(10)- On estimation of random variables via the martingale convergence theorem
- On the continuity of the vector valued and set valued conditional expectations
- \(L^p\)-continuity of conditional expectations
- A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
- Lineability within probability theory settings
- CP-chains and dimension preservation for projections of \((\times m,\times n)\)-invariant Gibbs measures
- scientific article; zbMATH DE number 3911360 (Why is no real title available?)
- An example concerning the convergence of conditional expectations
- Some examples and counterexamples of convergence of -algebras and filtrations
- Almost everywhere continuity of conditional expectations
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