Timeline for Inverse marginal property of a collection of $\sigma$-algebras
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Sep 25, 2021 at 17:05 | comment | added | Pietro Majer | So if this property has been used somewhere, I think the definition is more likely to be given in the geometric form, that does not require introducing new terms. | |
Sep 25, 2021 at 16:58 | comment | added | Pietro Majer | I think this condition implies that for $i<j$ one has $\mathcal F_i\cap \mathcal F_j$ only consists of sets of measure either $0$ or $1$ (because if $A\in \mathcal F_i\cap \mathcal F_j $ one can consider $\xi_i:=\chi_A-\mathbb P(A)$ and $\xi_k=0$ for all $k\ne i$, and deduce $0=\mathbb E \xi_i^2=\mathbb P(A)(1-\mathbb P(A)) $. From this one gets $$\oplus_kL^2(\mathcal F_k)=L^2(\sigma(\cup_k \mathcal F_k)). $$ | |
Sep 25, 2021 at 1:04 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
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Sep 30, 2020 at 0:06 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
Jun 2, 2020 at 0:04 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
S May 5, 2020 at 21:04 | history | bounty ended | CommunityBot | ||
S May 5, 2020 at 21:04 | history | notice removed | CommunityBot | ||
May 3, 2020 at 4:34 | comment | added | S. Carnahan♦ | Please choose between "article" and "paper" once and for all, and stop making these needless changes. | |
May 2, 2020 at 23:56 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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May 2, 2020 at 17:37 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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May 1, 2020 at 18:58 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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May 1, 2020 at 13:07 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 30, 2020 at 21:17 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 30, 2020 at 21:15 | comment | added | Ivan Feshchenko | No, IMP is not equivalent to the linear independence of the marginal subspaces $L^2_0(\mathcal{F}_1),...,L^2_0(\mathcal{F}_n)$. One can show that a collection of $\sigma$-algebras $\mathcal{F}_1,...,\mathcal{F}_n$ possesses the IMP if and only if the marginal subspaces $L^2_0(\mathcal{F}_1),...,L^2_0(\mathcal{F}_n)$ are linearly independent and their sum is closed in $L^2(\mathcal{F})$. For details see my paper "On the inverse best approximation property of systems of subspaces of a Hilbert space" (available on ArXiv). | |
Apr 30, 2020 at 20:12 | comment | added | RaphaelB4 | Just that the vector space generated by the variable $\mathcal{F}_i$ measurable are in direct sum : $\forall \xi_1,\cdots,\xi_n\in L^2(\Omega,\mathcal{F_1},\mu)\times...\times L^2(\Omega,\mathcal{F_n},\mu)$. $\xi_1+\cdots +\xi_n=0\Rightarrow \xi_1=0,\cdots,\xi_n=0$. | |
Apr 30, 2020 at 18:48 | comment | added | Ivan Feshchenko | Unfortunately, I do not understand your question. Please specify the question. | |
Apr 30, 2020 at 15:38 | comment | added | RaphaelB4 | If one restrict to $\xi$ such that $\mathbb{E}(\xi)=0$. Is your IMP equivalent to $$ L^2(\Omega,\mathcal{F}_1,\mu)\oplus L^2(\Omega,\mathcal{F}_2,\mu)\oplus\cdots \oplus L^2(\Omega,\mathcal{F}_n,\mu)$$? | |
Apr 30, 2020 at 11:28 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 29, 2020 at 18:13 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 28, 2020 at 17:59 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 28, 2020 at 13:27 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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S Apr 27, 2020 at 19:27 | history | bounty started | Ivan Feshchenko | ||
S Apr 27, 2020 at 19:27 | history | notice added | Ivan Feshchenko | Draw attention | |
Apr 27, 2020 at 19:24 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 27, 2020 at 15:01 | answer | added | zab | timeline score: -1 | |
Apr 27, 2020 at 14:23 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 26, 2020 at 23:16 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 26, 2020 at 18:12 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 26, 2020 at 12:49 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 26, 2020 at 0:00 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 25, 2020 at 19:16 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 25, 2020 at 13:19 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 24, 2020 at 22:52 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 24, 2020 at 17:51 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 23, 2020 at 20:56 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 23, 2020 at 17:47 | history | edited | Ivan Feshchenko |
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Apr 23, 2020 at 12:40 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 22, 2020 at 22:06 | history | edited | Ivan Feshchenko | CC BY-SA 4.0 |
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Apr 22, 2020 at 17:59 | history | asked | Ivan Feshchenko | CC BY-SA 4.0 |