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Conditional Moment Representations for Dependent Random Variables

   
@article{EJP7,
	author = {Wlodzimierz Bryc},
	title = {Conditional Moment Representations for Dependent Random Variables},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {1},
	year = {1996},
	keywords = {alternating conditional expectation, inverse problems, ACE.},
	abstract = {The question considered in this paper is which sequences of  $p$-integrable random variables can be represented as conditional expectations of a fixed random variable with respect to a given sequence of sigma-fields.  For finite families of sigma-fields, explicit inequality equivalent to solvability is stated; sufficient conditions are given for finite and infinite families of  sigma-fields, and explicit expansions are presented.},
	pages = {no. 7, 1-14},
	issn = {1083-6489},
	doi = {10.1214/EJP.v1-7},    
        url = {http://ejp.ejpecp.org/article/view/7}}