Convergence Results for Approximation with independent Variables

Autor:	Delbaen, Freddy, Majumdar, Chitro
Rok vydání:	2024
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	For a square integrable $m$-dimensional random variable $X$ on a probability space $(\Omega,\Fc,\Pr)$ and a sub sigma algebra $\Ac$, we show that there is a constructive way to represent $X-\Er[X\mid\Ac]$ as the sum of a series of variables that are independent of $\Ac$.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2405.19780 Zobrazit plný text záznamu View this record from Arxiv