If V, A and B are three closed subspaces of L2. ; F ; P/ we say that V is a splitting subspace for A; B if and only if A and B are conditionally orthogonal given V. If V is a splitting subspace for A; B, we shall say that V splits A; B. Rozanov [Rozanov, Y.A., 1979. Stochastic Markovian Fields. In: Developments in Statistics, vol. 2. Academic Press, New York, p. 205] observes that A ? BjV does not imply that the closed subspace W V splits A; B. However, no example is provided. In this note we provide one.
Is a subspace containing a splitting subspace a splitting subspace?
TRIACCA, UMBERTO
2008-01-01
Abstract
If V, A and B are three closed subspaces of L2. ; F ; P/ we say that V is a splitting subspace for A; B if and only if A and B are conditionally orthogonal given V. If V is a splitting subspace for A; B, we shall say that V splits A; B. Rozanov [Rozanov, Y.A., 1979. Stochastic Markovian Fields. In: Developments in Statistics, vol. 2. Academic Press, New York, p. 205] observes that A ? BjV does not imply that the closed subspace W V splits A; B. However, no example is provided. In this note we provide one.File in questo prodotto:
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