Abstract
The concept of double conditional expectation is introduced. A series of properties for the double conditional expectation are obtained several convergence theorems and Jensen inequality are proved. Finally we discuss the special cases and application for double conditional expectation.
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References
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Foundation item: Supported by the National Science Foundation of China (10371092) and the Foundation of Wuhan University
Biography: HU Di-he (1935-), male, Professor, research direction: stochastic processes and random fractals.
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Di-he, H. Double conditional expectation. Wuhan Univ. J. Nat. Sci. 9, 851–857 (2004). https://doi.org/10.1007/BF02850785
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DOI: https://doi.org/10.1007/BF02850785
Key words
- double conditional expectation
- covergence theorem
- Jensen inequality
- branching chain in random environment