Conditional bounds and best L_-approximations in probability spaces

DOI10.1016/0021-9045(89)90128-7MaRDI QIDQ910644zbMATH OpenOpenAlexFDO

Authors Carlos Matrán, Juan Antonio Cuesta

Publication date 1989

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9045(89)90128-7

zbMATH Keywords

conditional boundsisotonic approximationLebesgue measureLebesgue-Radon-Nikodym derivativesPólya algorithmrandom variables

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Probabilistic measure theory (60A10)

Review text

The paper studies \(L_{\infty}\)-approximation in a probability space (\(\Omega\),\(\sigma\),P) by means of \(\alpha\)-measurable random variables for \(\alpha\) \(\subset \sigma\), a \(\sigma\)-lattice. Besides characterizing the set of best \(L_{\infty}\)-approximations, the case of their attainment has also been taken up. The helpful notion of `conditional bounds' developed in the paper leads one to stronger results and simpler proofs. The results imply that if the best \(L_{\infty}\)-approximation is unique it could be computed via the Pólya algorithm. The paper provides an alternative simpler-and-wider technique of proving the existing results in the area as also corrects a mistake in Lemma 4 of \textit{R. B. Darst} [Proc. Am. Math. Soc. 81, 433-436 (1981; Zbl 0461.41023)].

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Cites work

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Cited in

(6)

• On the estimation of monotone uniform approximations
• Some stochastics on monotone functions
• Consistency of \(L_ p\)-best monotone approximations
• Strict \(L_{\infty }\) isotonic regression
• Semi-recorrido condicionado (Expresion asintotica de la r-esperanza condicionada)
• Asymptotic Behavior of p-Predictions for Vector Valued Random Variables

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