Timeline for When do iterated conditional expectations converge?
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| Feb 10, 2014 at 6:14 | comment | added | Anthony Quas | Sorry. I don't know. What I would do, though is if you have access to MathSciNet, you can search for papers citing the paper I mentioned. This is somewhat limited because MSN only started tracking citations sometime after 2000, but there's a reasonable chance you'd find anything that had done something. | |
| Feb 10, 2014 at 3:29 | comment | added | Ben Golub | thanks so much, this is very helpful. Do you happen to know whether there has been any progress on the question of L^2 convergence when there are only finitely many conditioning sigma-algebras? It's described as an open question in the introduction of the paper you cite. | |
| Feb 9, 2014 at 23:18 | history | answered | Anthony Quas | CC BY-SA 3.0 |