Related papers: Almost everywhere continuity of conditional expect…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
We derive the necessary and sufficient condition for almost sure convergence of the sequence of measurable functions, and consider some applications in the theory of Fourier series and in the theory of random fields.
We show that the existence of a continuous conditional expectation from a Fell bundle to a Fell subbundle implies that the full cross-sectional C*-algebra of the subbundle is contained in the full cross-sectional C*-algebra of the bundle,…
Let $S_m f$ denote the $m$-th partial sum of the Walsh-Fourier series of $f \in L^1$. For an increasing sequence $a=(a(n))_{n \geq 1}$ of positive integers, consider the arithmetic means $$ \sigma_N f:=\frac{1}{N} \sum_{n=1}^N S_{a(n)} f .…
We consider a family of conditional nonlinear expectations defined on the space of bounded random variables and indexed by the class of all the sub-sigma-algebras of a given underlying sigma-algebra. We show that if this family satisfies a…
It is often of interest to condition on a singular event given by a random variable, e.g. $\{Y=y\}$ for a continuous random variable $Y$. Conditional measures with respect to this event are usually derived as a special case of the…
We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain…
We present a measure-theoretic condition for a property to hold ``almost everywhere'' on an infinite-dimensional vector space, with particular emphasis on function spaces such as $C^k$ and $L^p$. Like the concept of ``Lebesgue almost…
The aim of this paper is to provide characterizations of the Lebesgue-almost everywhere continuity of a function f : [a, b] $\rightarrow$ R. These characterizations permit to obtain necessary and sufficient conditions for the Riemann…
The aim of this note is to present some new results concerning "almost everywhere" well-posedness and stability of continuity equations with measure initial data. The proofs of all such results can be found in \cite{amfifrgi}, together with…
This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…
For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to…
The concept of conditional expectation is important in applications of probability and statistics in many areas such as reliability engineering, economy, finance, and actuarial sciences due to its property of being the best predictor of a…
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…
Assume that a convergent series of real numbers $\sum\limits_{n=1}^\infty a_n$ has the property that there exists a set $A\subseteq \N$ such that the series $\sum\limits_{n \in A} a_n$ is conditionally convergent. We prove that for a given…
A conjecture of Talagrand (2010) states that the so-called expectation and fractional expectation thresholds are always within at most some constant factor from each other. We prove for the unweighted case that this is a.a.s. true when the…
Let $\{X_n;n\ge 1\}$ be a sequence of independent random variables on a probability space $(\Omega, \mathcal{F}, P)$ and $S_n=\sum_{k=1}^n X_k$. It is well-known that the almost sure convergence, the convergence in probability and the…
The goal of this expository article is a fairly self-contained account of some averaging processes of functions along sequences of the form $(\alpha^n x)^{}_{n\in\mathbb{N}}$, where $\alpha$ is a fixed real number with $| \alpha | > 1$ and…
We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing data framework, we give a novel characterisation of the observed data as a stopping-set sigma algebra. We demonstrate that…