Crimaldi, Irene and Pratelli, Luca Convergence results for conditional expectations. Bernoulli, 11 (4). pp. 737-745. ISSN 1350-7265 (2005)
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Abstract
Let E,F be two Polish spaces and [Xn,Yn],[X,Y] random variables with values in E×F (not necessarily defined on the same probability space). We show some conditions which are sufficient in order to assure that, for each bounded continuous function f on E×F, the conditional expectation of f(Xn,Yn) given Yn converges in distribution to the conditional expectation of f(X,Y) given Y.
| Item Type: | Article |
|---|---|
| Identification Number: | 10.3150/bj/1126126767 |
| Uncontrolled Keywords: | conditional expectation; Skorohod's theorem; weak convergence of probability measures |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Irene Crimaldi |
| Date Deposited: | 31 Oct 2011 14:40 |
| Last Modified: | 09 Aug 2012 08:24 |
| URI: | http://eprints.imtlucca.it/id/eprint/985 |
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