Skip to main content

All Questions

Filter by
Sorted by
Tagged with
15 votes
3 answers
2k views

Disintegrations are measurable measures - when are they continuous?

This is a sequel to another question I have asked. The notion of disintegration is a refinement of conditional probability to spaces which have more structure than abstract probability spaces; ...
Tom LaGatta's user avatar
  • 8,512
8 votes
0 answers
182 views

Distribution domination for sums of independent random variables in Banach spaces

Let $X$ be a Banach space and let $(\xi_n)$ and $(\eta_n)$ be independent mean-zero random variables with values in $X$ satisfying $$ \sum_n \mathbb P(\xi_n \in A) \leq \sum_n \mathbb P(\eta_n \in A), ...
Iv Yar's user avatar
  • 131
5 votes
1 answer
224 views

Conditional expectation of random vectors

$\newcommand{\E}{\mathsf{E}}$ $\newcommand{\P}{\mathsf{P}}$ The following additional question was asked in a comment by user Oleg: Suppose that $(\Omega,\mathcal F,\P)$ is a probability space, $B$ ...
Iosif Pinelis's user avatar
4 votes
2 answers
378 views

Basic properties of expectation in non-separable Banach spaces

$\def\E{\hskip.15ex\mathsf{E}\hskip.10ex}$ Let $B$ be a (maybe nonseparable) Banach space equipped with the Borel $\sigma$-algebra $\mathscr{B}(B)$. Let $R:B\to \mathbb{R}$ be a bounded linear ...
Oleg's user avatar
  • 931