Two inequalities for conditional expectations and convergence results for filters

DOI10.1016/J.SPL.2005.04.039zbMath1074.60019OpenAlexW2070419010MaRDI QIDQ2566717

Irene Crimaldi, Luca Pratelli

Publication date: 28 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.039

zbMATH Keywords

Convergence in distributionConvergence in total variation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

A strong version of the Skorohod representation theorem ⋮ The existence of the least favorable noise ⋮ Learning to Coordinate in Social Networks

Cites Work

• Unnamed Item
• Convergence in distribution of conditional expectations
• Convergence results for conditional expectations
• Joint convergence of conditional expectations
• An L ¹Approximation for conditional expectations

This page was built for publication: Two inequalities for conditional expectations and convergence results for filters