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ThmDex – An index of mathematical definitions, results, and conjectures.
Conditional expectation given independent sigma-algebra
Formulation 2
Let P=(Ω,F,P) be a D1159: Probability space such that
(i) GF is a D470: Subsigma-algebra of F on Ω
(ii) X:ΩΞ is an D3066: Absolutely integrable random number on P
(iii) σpullbackX,G is an D471: Independent collection of sigma-algebras in P
Then E(XG)a.s.=E(X)
Subresults
R3640: Conditional probability given independent sigma-algebra
R4780: Real conditional expectation given independent sigma-algebra