A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space
Probability
2019-10-24 v2
Abstract
In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear expectation space, we give de La Vall\'ee Poussin criterion for the uniform integrability of random variables and do some other discussions.
Cite
@article{arxiv.1705.08333,
title = {A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space},
author = {Ze-Chun Hu and Qian-Qian Zhou},
journal= {arXiv preprint arXiv:1705.08333},
year = {2019}
}
Comments
10 pages