Constructive representation for conditional mathematical expectation

MaRDI QIDQ3412911zbMATH OpenFDO

Authors Naihui Chen

Publication date 3 January 2007

zbMATH Keywords

Hilbert spaceorthogonal projectionconstructivity

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

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Cited in

(3)

• Joint Gaussian measure on multivariate random functions and conditional expectation
• The linear conditional expectation in Hilbert space
• The representation of conditional expectations for non-Gaussian noise

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