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Conditional Expectation

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Abstract

This appendix recalls a number of results on the notion of conditional expectation.

Probability theory is measure theory with a soul.

M. Kac (1914–1984)

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References

  1. Parry, W.: Topics in Ergodic Theory. Cambridge Tracts in Mathematics, vol. 75. Cambridge University Press, Cambridge (1981)

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Coudène, Y. (2016). Conditional Expectation. In: Ergodic Theory and Dynamical Systems. Universitext. Springer, London. https://doi.org/10.1007/978-1-4471-7287-1_17

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