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On the geometry of conditional expectations treated as projections on the $L2$-space

In: Mathematica Slovaca, vol. 66, no. 4
Andrzej Komisarski - Adam Paszkiewicz

Details:

Year, pages: 2016, 959 - 966
Keywords:
conditional expectation, $L^2$-space, orthogonal projection
About article:
We study the relative position of two measure-theoretical conditional expectations treated as orthogonal projections on the $L2$-space. We show that any pair of orthogonal projections $P$ and $Q$ on a separable Hilbert space with $\dim(P\wedge Q)=∞$ is unitarily equivalent to the conditional expectations under two sub-$σ$-fields of some probability space.
How to cite:
ISO 690:
Komisarski, A., Paszkiewicz, A. 2016. On the geometry of conditional expectations treated as projections on the $L2$-space. In Mathematica Slovaca, vol. 66, no.4, pp. 959-966. 0139-9918. DOI: https://doi.org/10.1515/ms-2015-0195

APA:
Komisarski, A., Paszkiewicz, A. (2016). On the geometry of conditional expectations treated as projections on the $L2$-space. Mathematica Slovaca, 66(4), 959-966. 0139-9918. DOI: https://doi.org/10.1515/ms-2015-0195
About edition:
Published: 1. 8. 2016