Conditional expectations on Riesz spaces

Conditional expectations operators acting on Riesz spaces are shown to commute with a class of principal band projections. Using the above commutation property, conditional expectation operators on Riesz spaces are shown to be averaging operators. Here the theory of f-algebras is used when defining multiplication on the Riesz spaces. This leads to the extension of these conditional expectation operators to their so-called natural domains, i.e., maximal domains for which the operators are both averaging operators and conditional expectations. The natural domain is in many aspects analogous to L¹.     

Abstract Lebesgue-Radon-Nikodym theorems

Summary In this paper generalizations of the classical Lebesgue-Radon-Nikodym type decomposition of additive set functions are obtained for pairs of vector measures when both measures take values in possibly different Banach spaces. Some applications of these results are made to (i) the representation of wearly compact operators on the spaces of integrable scalar functions relative to a vector measure to an arbitrary Banach space, and (ii) a problem of comparison of measures in inference theory. The abstract conditional expectations of operator valued strongly measurable and integrable random variables on a σ-finite space are briefly treated. Supported, in part, under the NSF Grants GP-1349 and GP-5921.     

A calculus of direct limits of probability spaces

In this paper, several results on probability spaces have been extended to direct limits of such. The calculus includes convergence sequences, conditional expectations, completeness questions and extensions of probability spaces.     

Integrals,conditional expectations,and martingales of multivalued functions

Let (Ω, $\text{A}$, μ) be a finite measure space and $\text{X}$ a real separable Banach space. Measurability and integrability are defined for multivalued functions on Ω with values in the family of nonempty closed subsets of $\text{X}$. To present a theory of integrals, conditional expectations, and martingales of multivalued functions, several types of spaces of integrably bounded multivalued functions are formulated as complete metric spaces including the space L¹(Ω; $\text{X}$) isometrically. For multivalued functions in these spaces, multivalued conditional expectations are introduced, and the properties possessed by the usual conditional expectation are obtained for the multivalued conditional expectation with some modifications. Multivalued martingales are also defined, and their convergence theorems are established in several ways.     

On graph measures in banach spaces and description of essential spectra of multidimensional transport equation

In this paper, we define new measures called respectively graph measure of noncompactness and graph measure of weak noncompactness. Moreover, we apply the obtained results to discuss the incidence of some perturbation results realized in [2] on the behavior of essential spectra of such closed densely defined linear operators on Banach spaces. These results are exploited to investigate the essential spectra of a multidimensional neutron transport operator on L₁ spaces.     

Analysis of marginal and conditional density functions for separate inference

Summary This paper discusses, with measure-theoretical rigor, some basic aspects of the theory of separate inference. To analyze densities of marginal and conditional submodels, certain operators are introduced. First a general concept of decomposition of a model is proposed, and the corresponding factorization of densities of the model is established. Next it is shown that the property of smoothness of a family of densities is retained in the operation of conditioning, and therefore it yields the differentiability of the conditional expectation of a real-valued statistic in a certain sense. On the basis of this result, two measures of the effectiveness of a submodel in separate inference are investigated. The Institute of Statistical Mathematics     

Gaugeability and conditional gaugeability

New Kato classes are introduced for general transient Borel right processes, for which gauge and conditional gauge theorems hold. These new classes are the genuine extensions of the Green-tight measures in the classical Brownian motion case. However, the main focus of this paper is on establishing various equivalent conditions and consequences of gaugeability and conditional gaugeability. We show that gaugeability, conditional gaugeability and the subcriticality for the associated Schrödinger operators are equivalent for transient Borel right processes with strong duals. Analytic characterizations of gaugeability and conditional gaugeability are given for general symmetric Markov processes. These analytic characterizations are very useful in determining whether a process perturbed by a potential is gaugeable or conditionally gaugeable in concrete cases. Connections with the positivity of the spectral radii of the associated Schrödinger operators are also established.

     

Splitting of liftings in products of probability spaces II

For a probability measure R on a product of two probability spaces that is absolutely continuous with respect to the product measure we prove the existence of liftings subordinated to a regular conditional probability and the existence of a lifting for R with lifted sections which satisfies in addition a rectangle formula. These results improve essentially some of the results from the former work of the authors [W. Strauss, N.D. Macheras, K. Musia?, Splitting of liftings in products of probability spaces, Ann. Probab. 32 (2004) 2389-2408], by weakening considerably the assumptions and by presenting more direct and shorter proofs. In comparison with [W. Strauss, N.D. Macheras, K. Musia?, Splitting of liftings in products of probability spaces, Ann. Probab. 32 (2004) 2389-2408] it is crucial for applications intended that we can now prescribe one of the factor liftings completely freely. We demonstrate the latter by applications to τ-additive measures, transfer of strong liftings, and stochastic processes.     

Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces

Tomasz Szarek presented interesting criteria for the existence of invariant measures and asymptotic stability of Markov operators on Polish spaces. Hans Crauel in his book presented the theory of random probabilistic measures on Polish spaces showing that notions of compactness and tightness for such measures are in one-to-one correspondence with such notions for non-random measures on Polish spaces, in addition to the criteria under which the space of random measures is itself a Polish space. This result allowed the transfer of results of Szarek to the case of random dynamical systems in the sense of Arnold. These criteria are interesting because they allow to use the existence of simple deterministic Lyapunov type function together with additional conditions to show the existence of invariant measures and asymptotic stability of random dynamical systems on general Polish spaces.     

Operators Represented by Conditional Expectations and Random Measures

On standard measure spaces every order continuous linear map between two ideals of almost everywhere finite measurable functions can be represented by a random measure. An analogue of this theorem is proved for the case of arbitrary σ-finite measure spaces. This fact leads to a proof that every order continuous linear map between ideals of almost everywhere finite measurable functions on σ-finite measure spaces is multiplication conditional expectation representable. This sheds further light on the structure of order continuous operators. Mathematics Subject Classification (20000): 47B38, 47B65 J.J. Grobler-Financial assistance of the NRF is gratefully acknowledged. D.T. Rambane-Financial assistance of the University of Venda research fund is gratefully acknowledged.     

An Andô-Douglas type theorem in Riesz spaces with a conditional expectation

In this paper we formulate and prove analogues of the Hahn-Jordan decomposition and an Andô-Douglas-Radon-Nikodým theorem in Dedekind complete Riesz spaces with a weak order unit, in the presence of a Riesz space conditional expectation operator. As a consequence we can characterize those subspaces of the Riesz space which are ranges of conditional expectation operators commuting with the given conditional expectation operators and which have a larger range space. This provides the first step towards a formulation of Markov processes on Riesz spaces.     

Some properties of maximal monotone operators on nonreflexive Banach spaces

Important properties of maximal monotone operators on reflexive Banach spaces remain open questions in the nonreflexive case. The aim of this paper is to investigate some of these questions for the proper subclass of locally maximal monotone operators. (This coincides with the class of maximal monotone operators in reflexive spaces.) Some relationships are established with the maximal monotone operators of dense type, which were introduced by J.-P. Gossez for the same purpose.     

Choquet-type integral representation of polysupermedian measures

Some aspects of multi-parameter potential theory are developed: we give a Choquet-type integral representation for measures which are supermedian for a countable family of submarkovian resolvents of commuting kernels on a Radon measurable space. For the subclass of polysupermedian measures we prove a Riesz-type decomposition, and we show that there is a unique integral representation by minimal polysupermedian measures. The setting covers a variety of very different examples like random fields, measures on product spaces which are supermedian for resolvents on the factor spaces, and completely supermedian measures.     

条件期望作为初等算子在冯-代数上的描述

定义并研究了冯-代数.条件期望基于冯-代数的描述,即作为初等算子的良好性质,会较之一般代数简洁许多.这是因为冯-代数包含一些特殊的子代数.给出了此类代数上置信的初等条件期望的描述及其最小存在的充要条件.并且定义了指标冯-有限条件期望.作为以上结果的推论,得出了条件期望指标有限的充分必要条件和一个重要不等式.     

On Conditional Expectation Operators on L_p(\mu,X)(1\leq p \leq +\infinity,p\neq 2)

Some characterizations of the conditional expectation operators on Lebesgue-Bochner spaces L_p(\mu,X) are given, where $1\leq p<\infinity,p\neq 2$. Also an example is given to show that the characterizations of the conditional expectation operators on L_p(\mu, X) are different from that on L_p(\mu).Finally, a representation of the constant-preserving contractive projection on spaces L_p(\mu, X) is got when 0相似文献   

集值测度的弱Radon—Nikodym导数及弱集值随机变量条件期望的存在性

讨论了集值工存在弱Radon-Nikodym导数的充要条件,对弱紧凸集值随机变量给出了其条件期望存在时的一个特征。     

有关数学期望计算的一个典型错误

对条件期望与无条件期望混淆不分,是计算二维随机变量函数数学期望时常犯的典型错误之一,结合实例分析,指出合理利用随机变量函数数学期望的定义或全概率公式,可避免此类错误的产生.     

Spectral measures,III: Densely defined spectral measures

In this paper we extend the theory of spectral measures developed in Parts I and II to the case where values are assumed in the set of discontinuous (in normed spaces „unbounded”) operators. Examples of operators in nonlocally convex spaces are given, which have densely defined measures.     

条件仿积算子的有界性及其应用

研究了条件仿积算子在部分鞅空间上的有界性.利用鞅的分解得出了一些条件仿积算子的强型和弱型不等式,并给出了部分不等式在条件均方算子上的应用.