Conditional half-path (asymptotic expression of conditional r-expectation).

Juan Antonio Cuesta Albertos; Carlos Matrán Bea

Trabajos de Estadística e Investigación Operativa (1983)

  • Volume: 34, Issue: 3, page 55-60
  • ISSN: 0041-0241

Abstract

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In a probability space (Ω,σ,P), for α ⊂ σ a sub-σ field, in general the best approximation in L∞ by elements of L∞(α) has not a unique solution. For the election between these, we prove the convergence P-almost surely of the conditional r-means, when r → ∞, to one solution, which we call conditional mid-range. This is characterized for each ω ∈ Ω by the mid-range, of one regular conditional distribution Q(ω, ·).

How to cite

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Cuesta Albertos, Juan Antonio, and Matrán Bea, Carlos. "Semi-recorrido condicionado (expresión asintótica de la r-esperanza condicionada).." Trabajos de Estadística e Investigación Operativa 34.3 (1983): 55-60. <http://eudml.org/doc/40714>.

@article{CuestaAlbertos1983,
author = {Cuesta Albertos, Juan Antonio, Matrán Bea, Carlos},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Esperanza condicionada; Recorridos; mid-range; conditional mid-range; conditional r-means; L-infinity best approximation},
language = {spa},
number = {3},
pages = {55-60},
title = {Semi-recorrido condicionado (expresión asintótica de la r-esperanza condicionada).},
url = {http://eudml.org/doc/40714},
volume = {34},
year = {1983},
}

TY - JOUR
AU - Cuesta Albertos, Juan Antonio
AU - Matrán Bea, Carlos
TI - Semi-recorrido condicionado (expresión asintótica de la r-esperanza condicionada).
JO - Trabajos de Estadística e Investigación Operativa
PY - 1983
VL - 34
IS - 3
SP - 55
EP - 60
LA - spa
KW - Esperanza condicionada; Recorridos; mid-range; conditional mid-range; conditional r-means; L-infinity best approximation
UR - http://eudml.org/doc/40714
ER -

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