Generalized Conditional Expectations [PDF]
Main result: Let \((\Omega,\Sigma,\mu)\) stand for some measure space and \(\mathcal A\) for some sub-\(\sigma\)-algebra of \(\Sigma\) satisfying \(\mu(B)=\sup\{\mu(B\cap A_0): A_0\in {\mathcal A}, \mu(A_0)
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Symmetry Constrained Decoherence of Conditional Expectation Values
Conditional expectation values of quantum mechanical observables reflect unique non-classical correlations, and are generally sensitive to decoherence. We consider the circumstances under which such sensitivity to decoherence is removed, namely, when the
M. Hamed Mohammady, Alessandro Romito
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Conditional Evaluations of Sums of Sample Maxima and Records
We consider sequences of independent and identically absolutely continuously distributed random variables assuming that they have finite expectation and variance.
Tomasz Rychlik , Magdalena Szymkowiak
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Convergence results for conditional expectations [PDF]
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 ...
Crimaldi, Irene, Pratelli, Luca
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Conditional Expectations for Unbounded Operator Algebras
Two conditional expectations in unbounded operator algebras (O∗-algebras) are discussed. One is a vector conditional expectation defined by a linear map of an O∗-algebra into the Hilbert space on which the O∗-algebra acts.
Atsushi Inoue +2 more
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Specification of the Conditional Expectation by Simple Linear Regression Model For Binomial Distribution Conditioned with Varying Sample Size. [PDF]
In this research, we consider the study of conditional expectation and it's relationship with regression model. The conditional expectation has a linear form which is specified as a simple linear regression model. The power transformation was used on the
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Estimating the tail conditional expectation of Walmart stock data
Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy-tailed distributions can capture asymmetry and heavy tails observed in financial data.
Hakim Ouadjed, Tawfiq Fawzi Mami
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Modelling multiple quantiles together with the mean based on SA‐ConvLSTM for taxi pick‐up prediction
A more complete taxi pick‐ups prediction going beyond the conditional expectation would be more beneficial to allocate taxis effectively. Prior works have predicted the conditional expectation of taxi demand and improved the prediction accuracy.
Qixiang Chen +5 more
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On the continuity of the vector valued and set valued conditional expectations
In this paper we study the dependence of the vector valued conditional expectation (for both single valued and set valued random variables), on the σ–field and random variable that determine it. So we prove that it is continuous for the L1(X) convergence
Nikolaos S. Papageorgiou
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Parameter Estimation via Conditional Expectation --- A Bayesian Inversion [PDF]
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations
Litvinenko, Alexander +3 more
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