M. M. Rao
abstract:
A unified treatment of integral representations of
conditional expectations, in terms of Bochner integrals, with
specializations to Gaussian conditioning, is given.
The integrals in the latter have deterministic kernels.
Difficulties in actual calculations of (even regular) conditional
probabilities, and the inadequacy of methods related to L'Hospital's
procedures, are exemplified.
Limitations of the methods used and some new problems for investigation are
indicated.