In this paper we prove, first of all, two inequalities for conditional expectations, from which we easily deduce a result by Landers and Rogge. Then we prove convergence results for conditional expectations of the form P_n[f(X_n)|Y_n] to a conditional expectation of the form P[f(X)|Y]. We study, in particular, the case in which the random variables Y_n Y are of the type h_n(X_n), h(X).
|Titolo:||Two inequalities for conditional expectations and convergence results for filters|
|Data di pubblicazione:||2005|
|Appare nelle tipologie:||1.1 Articolo in rivista|