Convergence Results for Approximation with independent Variables
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
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| _version_ | 1866914816498597888 |
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| author | Delbaen, Freddy Majumdar, Chitro |
| author_facet | Delbaen, Freddy Majumdar, Chitro |
| contents | For a square integrable $m$-dimensional random variable $X$ on a probability space $(Ω,\Fc,\Pr)$ 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 $\Ac$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_19780 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Convergence Results for Approximation with independent Variables Delbaen, Freddy Majumdar, Chitro Probability For a square integrable $m$-dimensional random variable $X$ on a probability space $(Ω,\Fc,\Pr)$ 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 $\Ac$. |
| title | Convergence Results for Approximation with independent Variables |
| topic | Probability |
| url | https://arxiv.org/abs/2405.19780 |