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Conditional Moment Representations for Dependent Random Variables


 
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1. Title Title of document Conditional Moment Representations for Dependent Random Variables
 
2. Creator Author's name, affiliation, country Wlodzimierz Bryc; University of Cincinnati
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) alternating conditional expectation, inverse problems, ACE.
 
3. Subject Subject classification 62J12, 60E05, 62J02
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 1996-04-13
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/7
 
10. Identifier Digital Object Identifier 10.1214/EJP.v1-7
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 1
 
12. Language English=en en
 
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