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Proceedings of the American Mathematical Society
Article . 1995 . Peer-reviewed
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Proceedings of the American Mathematical Society
Article . 1995 . Peer-reviewed
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Descriptions of conditional expectations induced by non-measure preserving transformations

Descriptions of conditional expectations induced by non-measure- preserving transformations
Authors: Lambert, Alan; Weinstock, Barnet M.;

Descriptions of conditional expectations induced by non-measure preserving transformations

Abstract

Given a measure-preserving transformation T acting on a σ \sigma -finite measure space ( X , A , m ) (X,\mathcal {A},m) and a σ \sigma -finite sigma algebra B ⊂ A \mathcal {B} \subset \mathcal {A} , the conditional expectations E ( ⋅ | B ) E( \cdot |\mathcal {B}) acting on L ∞ ( A ) {L^\infty }(\mathcal {A}) and E ( ⋅ | T − 1 B ) E( \cdot |{T^{ - 1}}\mathcal {B}) acting on L ∞ ( T − 1 A ) {L^\infty }({T^{ - 1}}\mathcal {A}) are known to be related by the formula [ E ( f | B ) ] ∘ T = E ( f ∘ T | T − 1 B ) [E(f|\mathcal {B})] \circ T = E(f \circ T|{T^{ - 1}}\mathcal {B}) . In this note the conditional expectation E ( ⋅ | T − 1 B ) E( \cdot |{T^{ - 1}}\mathcal {B}) is investigated in the non-measure-preserving case, and those transformations for which the above equation holds are characterized in terms of measurability conditions for d ( m ∘ T − 1 ) / d m d(m \circ {T^{ - 1}})/dm . It is precisely in the non-measure-preserving case that the measurability of d ( m ∘ T − 1 ) / d m d(m \circ {T^{ - 1}})/dm plays an important role. Relatedly, it is shown that if composition by T intertwines E ( ⋅ | B ) E( \cdot |\mathcal {B}) and any mapping Λ \Lambda , then Λ \Lambda is a conditional expectation induced by a measure equivalent to m. These results were motivated by a result concerning induced conditional expectation operators on C ∗ {C^ \ast } -algebras, and the paper concludes with a brief description of this C ∗ {C^\ast } -algebra setting.

Keywords

measure-preserving transformation, conditional expectation, Linear operators on function spaces (general), Probabilistic measure theory, Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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