English

Almost everywhere continuity of conditional expectations

Probability 2023-01-23 v1 Statistics Theory Statistics Theory

Abstract

A necessary and sufficient condition on a sequence {An}nN\{\mathfrak{A}_n\}_{n\in \mathbb{N}} of σ\sigma-subalgebras that assures convergence almost every where of conditional expectations is given.

Cite

@article{arxiv.2301.08694,
  title  = {Almost everywhere continuity of conditional expectations},
  author = {Alberto Alonso and Fernando Brambila-Paz},
  journal= {arXiv preprint arXiv:2301.08694},
  year   = {2023}
}
R2 v1 2026-06-28T08:16:29.312Z