Cited passages: the definition starts on printed p. 205. Equation (4.1.5) and Theorem 4.1.13 on p. 212 give the law of total expectation and nested tower property. Theorem 4.1.15 on p. 213 gives the conditional mean as an orthogonal projection and the best predictor under mean squared error.
Articles by others on the same topic
There are currently no matching articles.