eprintid: 985
rev_number: 10
eprint_status: archive
userid: 36
dir: disk0/00/00/09/85
datestamp: 2011-10-31 14:40:32
lastmod: 2012-08-09 08:24:43
status_changed: 2011-10-31 14:40:32
type: article
metadata_visibility: show
creators_name: Crimaldi, Irene
creators_name: Pratelli, Luca
creators_id: irene.crimaldi@imtlucca.it
creators_id: 
title: Convergence results for conditional expectations
ispublished: pub
subjects: HA
subjects: QA
divisions: EIC
full_text_status: public
keywords: conditional expectation; Skorohod's theorem; weak convergence of probability measures
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.
date: 2005
date_type: published
publication: Bernoulli
volume: 11
number: 4
publisher: Bernoulli Society for Mathematical Statistics and Probability
pagerange: 737-745
id_number: 10.3150/bj/1126126767
refereed: TRUE
issn: 1350-7265
official_url: http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?handle=euclid.bj/1126126767&view=body&content-type=pdf_1
citation:   Crimaldi, Irene and Pratelli, Luca  Convergence results for conditional expectations.  Bernoulli, 11 (4).  pp. 737-745.  ISSN 1350-7265      (2005)  
document_url: http://eprints.imtlucca.it/985/1/Crimaldi_Bernoulli_2005.pdf