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 Electronic Journal of Probability > Vol. 1 (1996) > Paper 7 open journal systems 


Conditional Moment Representations for Dependent Random Variables

Wlodzimierz Bryc, University of Cincinnati


Abstract
The question considered in this paper is which sequences of $p$-integrable random variables can be represented as conditional expectations of a fixed random variable with respect to a given sequence of sigma-fields. For finite families of sigma-fields, explicit inequality equivalent to solvability is stated; sufficient conditions are given for finite and infinite families of sigma-fields, and explicit expansions are presented.


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Pages: 1-14

Published on: April 13, 1996
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Electronic Journal of Probability. ISSN: 1083-6489