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EnglishIf 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.
http://hdl.handle.net/11697/13173| Titolo: | Is a subspace containing a splitting subspace a splitting subspace? |
| Autori interni: | TRIACCA, UMBERTO |
| Data di pubblicazione: | 2008 |
| Rivista: | STATISTICS & PROBABILITY LETTERS |
| 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. |
| Handle: | http://hdl.handle.net/11697/13173 |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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