All Questions
Tagged with expectation fa.functional-analysis
3 questions
2
votes
0
answers
122
views
Are the extensions of the expected value, below, finite for all functions in only a shy subset of all measurable functions?
This is a follow up to this post, where I wish to verify whether one of the statements (in the post) is true but first let's recap the definitions:
Let $(X,d)$ be a metric space. If set $A\subseteq X$,...
1
vote
0
answers
739
views
Finding a unique and finite expected value for almost all measurable functions?
Let $(X,d)$ be a metric space. If set $A\subseteq X$, let $H^{\alpha}$ be the $\alpha$-dimensional Hausdorff measure on $A$, where $\alpha\in[0,+\infty)$ and $\text{dim}_{\text{H}}(A)$ is the ...
2
votes
1
answer
145
views
Expected matrix created from two random orthogonal-projection matrices
Consider an arbitrary finite set of orthogonal-projection matrices (symmetric, idempotent, etc.) in $\mathbb{R}^{n\times n}$.
We draw two matrices $Q,P$ uniformly and i.i.d. from this set.
Question: ...