Semi-recorrido condicionado (expresión asintótica de la r-esperanza condicionada)

• Autores: Juan Antonio Cuesta Albertos , Carlos Matrán Bea
• Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 34, Nº. 3, 1983, págs. 55-60
• Idioma: español
• DOI: 10.1007/bf02888791
• Títulos paralelos:
  • Conditional half-path (asymptotic expression of conditional r-expectation)
• Enlaces
  • Texto completo (pdf)
• Resumen

  • In a probability space (O,s,P), for a Ì s a sub-s field, in general the best approximation in L8 by elements of L8(a) has not a unique solution. For the election between these, we prove the convergence P-almost surely of the conditional r-means, when r ? 8, to one solution, which we call conditional mid-range. This is characterized for each ? Î O by the mid-range, of one regular conditional distribution Q(?, ·)