#### Title

Generalized conditional expectations

#### Document Type

Article

#### Publication Date

12-1-1995

#### Department

Mathematics

#### Abstract

In this paper, we state conditions sufficient for the existence of conditional expectations. Given a measure space (X, Sigma, mu) and a sigma-subalgebra A subset of Sigma , we give conditions on A which insure that for every real-valued Sigma-measurable function f there exists a A-measurable function E(f) such that integral gfd mu = integral gE(f) d mu for every A-measurable function g for which the left integral exists. These conditions entail a notion of ''fineness'' of the subalgebra A and a ''completeness'' property of (X, A, mu). We then introduce a notion of generalized conditional expectation which requires only the former condition.

#### Publication Title

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY

#### Volume

123

#### Issue

12

#### First Page

3681

#### Last Page

3685

#### Recommended Citation

Hornor, W. E.
(1995). Generalized conditional expectations. *PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 123*(12), 3681-3685.

Available at: http://aquila.usm.edu/fac_pubs/6005