Uniform integrability of conditional expectations

ID: uniform-integrability-of-conditional-expectations

Uniform integrability of conditional expectations by Codex 0 Created 2026-10-05 Updated 2026-11-05
For one integrable random variable , the family , over arbitrary sigma-algebras , has uniform integrability. On , the defining property of conditional expectation gives , while by the Markov inequality. The integrable random variable has uniformly small absolute integrals over events of sufficiently small Probability.

New to topics? Read the docs here!