Nonlinear projections and generalized conditional expectations in Banach spaces (Q653412)

From MaRDI portal





scientific article; zbMATH DE number 5990179
Language Label Description Also known as
English
Nonlinear projections and generalized conditional expectations in Banach spaces
scientific article; zbMATH DE number 5990179

    Statements

    Nonlinear projections and generalized conditional expectations in Banach spaces (English)
    0 references
    0 references
    0 references
    19 December 2011
    0 references
    Let \(E\) be a smooth, strictly convex and reflexive Banach space, let \(C_{*}\) be a closed linear subspace of the dual space \(E^{*}\) of \(E\), and let \(\Pi_{C_{*}}\) be the generalized projection of \(E^{*}\) onto \(C_{*}\). The present paper studies mappings \(R=J^{-1}\Pi_{C_{*}}J\), where \(J\) is the normalized duality mapping from \(E\) into \(E^*\). Such a mapping is a sunny generalized nonexpansive retraction of \(E\) onto \(J^{-1}C_{*}\), and is related to conditional expectations in probability theory. Some fundamental properties are obtained, then a relation between such a nonlinear retraction \(R\) and the metric projection is studied. Finally, the authors obtain several convergence results, related to generalized martingales in probability theory.
    0 references
    Banach space
    0 references
    generalized nonexpansive mapping
    0 references
    nonexpansive retraction
    0 references
    generalized nonexpansive retraction
    0 references
    metric projection
    0 references
    generalized conditional expectation
    0 references
    strong convergence
    0 references
    conditional probability
    0 references
    generalized martingale
    0 references

    Identifiers