Related papers: Variational proof of conditional expectations
In this paper, we prove the existence and uniqueness of the conditional expectation of an event $A$ given a $\sigma$-algebra $\mathcal{G}$ as a linear problem in the Lebesgue spaces $L^{p}$ associated with a probability space through the…
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…
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…
The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This…
Dynamic equations concerning physical expectation values have been examined in terms of the real Hilbert space approach to quantum mechanics. The considered cases involve complex wave functions, as well as quaternionic wave functions. The…
We prove that the second moment of the number of critical points of any sufficiently regular random field, for example with almost surely $ C^3 $ sample paths, defined over a compact Whitney stratified manifold is finite. Our results hold…
Nittka gave an efficient criterion on a form defined on $L_2(\Omega)$ which implies that the associated semigroup is $L_p$-invariant for some given $p \in (1,\infty)$. We extend this criterion to the Hilbert space valued~$L_2(\Omega,H)$. As…
We study two conditional expectations: the expected density of critical points of Gaussian random holomorphic sections of powers of a positive holomorphic line bundle over Riemann surfaces given that the random sections vanish at a point…
We show that partial transposition for pure and mixed two-particle states in a discrete $N$-dimensional Hilbert space is equivalent to a change in sign of a "momentum-like" variable of one of the particles in the Wigner function for the…
We show that the invariant measure of point vortices, when conditioning the Hamiltonian to a finite interval, converges weakly to the enstrophy measure by conditioning the renormalized energy to the same interval. We also prove the…
A necessary and sufficient condition on a sequence $\{\mathfrak{A}_n\}_{n\in \mathbb{N}}$ of $\sigma$-subalgebras that assures convergence almost every where of conditional expectations is given.
Let $H$ be a Hilbert space and $(\Omega,\mathcal{F},\mu)$ a probability space. A Hilbert point in $L^p(\Omega; H)$ is a nontrivial function $\varphi$ such that $\|\varphi\|_p \leq \|\varphi+f\|_p$ whenever $\langle f, \varphi \rangle = 0$.…
We discuss conditional expectations that can be used as generalizations of the partial trace for quantum systems with an infinite-dimensional Hilbert space of states.
We provide a detailed description of the model Hilbert space $L^2(\bbR; d\Sigma; \cK)$, were $\cK$ represents a complex, separable Hilbert space, and $\Sigma$ denotes a bounded operator-valued measure. In particular, we show that several…
In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this…
A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…
At a critical point of a second order phase transition the intrinsic energy surface is flat and there is no stable minimum value of the deformation. However, for a finite system, we show that there is an effective deformation which can…
It is proved that in suitable filtrations every pair of integrable random variables is the conditional expectation of a pair of commonotone integrable random variables.
Subject to a range of side conditions, the two weight inequality for the Hilbert transform is characterized in terms of (1) a Poisson A_2 condition on the weights (2) A forward testing condition, in which the two weight inequality is tested…
This article studies the canonical Hilbert energy $H^{s/2}(M)$ on a Riemannian manifold for $s\in(0,2)$, with particular focus on the case of closed manifolds. Several equivalent definitions for this energy and the fractional Laplacian on a…