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Results tagged with measure-theory
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user 22166
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
2
votes
2
answers
1k
views
Intution behind conditional expectation when sigma algebra isn't generated by a partition
I'm struggling with the concept of conditional expectation, when the sigma algebra on which it is conditioned isn't generated by a partition.
If $(\Omega,\mathcal{F},P)$ is a probability field such t …
0
votes
1
answer
434
views
Why are simple functions defined for positive coefficients (in measure theory) [duplicate]
Possible Duplicate:
Why is Lebesgue integration taught using positive and negative parts of functions?
Hey,
I am currently referring 'probability with martingales'. To develop lesbegue integ …