We give a characterization of conditional expectation operators through a disjointness type property similar to band preserving operators. We say that the operator $T:X\to X$ on a Banach lattice $X$ is semi band preserving if and only if for all $f, g \in X$, $f \perp Tg$ implies that $Tf \perp Tg$. We prove that when
$X$ is a purely atomic Banach lattice, then an operator $T$ on $X$ is a weighted conditional expectation operator if and only if $T$ is semi band preserving.
We prove a conditional expectation bang-bang principle. Based on properties of the conditional expectation vector measure, we establish that the conditional expectation of a set-valued mapping coincides with the conditional expectation of the set of selections of its extreme points part. As a by-product, we obtain straightforwardly a purification principle.
In this note basic properties of unbounded weighted conditional expectation operators are investigated. A description of polar decomposition and quasinormality in this context are provided. Also, we study hyperexpan- sive weighted conditional expectation operators.
In this paper we consider a generalized conditional-type Holder- inequality and investigate some classic properties of multiplication conditional expectation type operators on Orlicz-spaces.
In this paper, some various partial normality classes of weighted conditional expectation type operators on L2() are investigated. Also, some applications of weak hyponormal weighted conditional type operators are pre- sented.
From a given nuclear triplet we construct a nuclear triplet of sequence spaces and introduce a correlated Gaussian measure via the Bochner-Minlos theorem. Considering special types of correlation operators on such sequence spaces, certain conditional expectations can be given in an explicit way.
Given an operator $T:U_X(Σ)\to Y$ or ${T:U(Σ)\to Y$, one may consider the net of conditional expectation operators $(T_π)$ directed by refinement of the partitions $π$. It has been shown previously that $(T_π)$ does not always converge to $T$. This paper gives several conditions under which this convergence does occur, including complete characterizations when $X={\bold R}$ or when $X\sp *$ has the Radon-Nikodým property.
The monograph contains the detailed exposition of the results obtained by the author during the last several years. In particular it contains an improvement of the well known Calderon - Ryff interpolation theorem and description of "verifying" operators of conditional mathematical expectations {if such an operator leaves an order ideal in $L^1% invariant, then the ideal is an interpolation space}.
Nevanlinna showed that Cauchy transforms of probability measures parametrize all functions from the upper half plane into itself satisfying a certain asymptotic condition at infinity. We show that the correspondence fails in general for the unbounded case for somewhat trivial reasons; however, we show that in a setting of "homomorphic" operator valued free probability that Cauchy transforms of homomorphic conditional expectations parametrize free Pick functions.
In this paper we prove that the ascent of a weighted conditional expectation operator of the form of $M_wEM_u$ on $L^p$-spaces is always finite and is equal to 2. Also we get that under a weak condition the descent of $M_wEM_u$ is finite and is equal to 2 too. Moreover, we give some necessary and sufficient conditions for $M_wE M_u$ to be power bounded. In the sequel we apply some results in operator theory on ascent and descent to $M_wEM_u$. Finally we find that $T=M_wEM_u$ is Cesaro bounded if and only if $\widehat{T}$ is Cesaro bounded.
Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, $T$, in [{{\sc Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson}, {Convergence in Riesz spaces with conditional expectation operators}, {\em Positivity}, {\bf 19} {(2015), 647-657}}] as $T$-strong convergence and convergence in $T$-conditional probability, respectively. Generalized $L^{p}$ spaces for the cases of $p=1,2,\infty$, were discussed in the setting of Riesz spaces as $\mathcal{L}^{p}(T)$ spaces in [{{\sc C. C. A. Labuschagne, B. A. Watson}, {Discrete…
We determine when there is a unique conditional expectation from a semifinite von Neumann algebra onto a singly-generated maximal abelian *-subalgebra. Our work extends the results of Kadison and Singer via new methods, notably the observation that a unique conditional expectation onto a singly-generated maximal abelian *-subalgebra must be normal.
In this paper we investigate the conditional expectation on the non-commutative $H^{(r,s)}_{p}(\mathcal A;\ell_{\infty})$ and $H_{p}(\mathcal A;\ell_{1})$ spaces associated with semifinite subdiagonal algebra, and prove the contractibility of the underlying conditional expectation on these spaces.
In this paper, some sub-classes of paranormal weighted conditional expectation type operators, such as *-paranormal, quasi-*-paranormal and (n; k)-quasi-*-paranormal weighted conditional expectation type opera- tors on $L^2(Σ)$ are investigated. Also, some applications about the spectrum, point spectrum, joint point spectrum, approximate point spectrum and joint approximate point spectrum of these classes are presented.
In this paper, we introduce the concept of hyperbolic valued random variables, their expectation and moments. We develop the hyperbolic analogue of Binomial and Poisson distributions. We study some of the properties of expectation on the basis of decomposition of a hyperbolic number into idempotent components. Finally we define conditional expectation of hyperbolic valued random variable and study some of its basic properties. Our random variable can take values which are zero divisors and this is the important part of this study.
Anzai skew-products are shown to be uniquely ergodic with respect to the fixed-point subalgebra if and only if there is a unique conditional expectation onto such a subalgebra which is invariant under the dynamics. For the particular case of skew-products, this solves a question raised by B. Abadie and K. Dykema in the wider context of $C^*$-dynamical systems.
In this paper we prove the existence of conditional expectations in the noncommutative $L_p(M,Φ)$ spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the obtained results, we establish the norm convergence of the martingales in noncommutative $L_p(M,Φ)$ spaces.
Let $(A,\mathscr{A},μ)$ and $(B,\mathscr{B},ν)$ be probability spaces, let $\mathscr{F}$ be a sub-$σ$-algebra of the product $σ$-algebra $\mathscr{A}\times\mathscr{B}$, let $X$ be a Banach space, and let $1< p,q< \infty$. We obtain necessary and sufficient conditions in order that the conditional expectation with respect to $\mathscr{F}$ defines a bounded linear operator from $L^p(μ;L^q(ν;X))$ onto $L^p_{\mathscr{F}}(μ;L^q(ν;X))$, the closed subspace in $L^p(μ;L^q(ν;X))$ of all functions having a strongly $\mathscr{F}$-measurable representative.
The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important rôle in approximate Bayesian inference, especially the Bayes linear approach. This article establishes the analytical properties of the LCE in an infinite-dimensional Hilbert space context. In addition, working in the space of affine Hilbert--Schmidt operators, we establish a regularisation procedure for this LCE. As an important application, we obtain a simple alternative derivation and intuitive justification of the conditional mean embeddin…
Let A be a von Neumann algebra with a finite trace $τ$, represented in $H=L^2(A,τ)$, and let $B_t\subset A$ be sub-algebras, for $t$ in an interval $I$. Let $E_t:A\to B_t$ be the unique $τ$-preserving conditional expectation. We say that the path $t\mapsto E_t$ is smooth if for every $a\in A$ and $v \in H$, the map $$ I\ni t\mapsto E_t(a)v\in H $$ is continuously differentiable. This condition implies the existence of the derivative operator $$ dE_t(a):H\to H, \ dE_t(a)v=\frac{d}{dt}E_t(a)v. $$ If this operator verifies the additional boundedness condition, $$ \int_J \|dE_t(a)\|_2^2 d t\le C_J…
We establish several deep existence criteria for conditional expectations on von Neumann algebras, and then apply this theory to develop a noncommutative theory of representing measures of characters of a function algebra. Our main cycle of results describes what may be understood as a `noncommutative Hoffman-Rossi theorem' giving the existence of weak* continuous `noncommutative representing measures' for so-called D-characters. These results may also be viewed as `module' Hahn-Banach extension theorems for weak* continuous `characters' into possibly noninjective von Neumann algebras. In clos…
Most of this article is an expanded version of our conference talk. It is essentially a survey, but some part, like most of the lengthy Section 5, is comprised of new results whose proofs are unpublished elsewhere. We begin by reviewing the theory of real positivity of operator algebras initiated by the author and Charles Read. Then we present several new general results (mostly joint work with Matthew Neal) about real positive maps. The key point is that real positivity is often the right replacement in a general algebra $A$ for positivity in C*-algebras. We then apply this to studying contra…
Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, T, in [Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson, Convergence in Riesz spaces with conditional expectation operators, Positivity, 19 (2015), 647-657] as T-strong convergence and convergence in T- conditional probability, respectively. Generalized Lp spaces for the cases of p = 1; 2;1, were discussed in the setting of Riesz spaces as Lp(T) spaces in [C. C. A. Labuschagne, B. A. Watson, Discrete stochastic integration in Riesz spaces, Positivity, 14 (2010…
We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $β$, and then give convergence theorems for martingales of $β$-conditional expectations. We give the Birkhoff ergodic theorem for $β$-values of ergodic empirical measures and provide a description of the ergodic limit function in terms of the $β$-conditional expectation. Moreover, we prove the continuity property of the ergodic limit function by finding a complete metric between contractive barycentric maps on the Wasserstein space of…
Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincaré Recurrence Theorem and the Kac formula are developed. Under mild assumptions, it is shown that every conditional expectation preserving process is conditionally ergodic with respect to the conditional expectation generated by the Cesàro mean associated with the iterates of the process. Applied to processes in $L^1(Ω,{\mathcal A},μ)$, where $μ$ is a probability measure, new conditional versions…
