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Convergence Results for Approximation with independent Variables

Probability 2024-05-31 v1

Abstract

For a square integrable mm-dimensional random variable XX on a probability space (Ω,\Fc,Pr)(\Omega,\Fc,\Pr) and a sub sigma algebra \Ac\Ac, we show that there is a constructive way to represent X\Er[X\Ac]X-\Er[X\mid\Ac] as the sum of a series of variables that are independent of \Ac\Ac.

Keywords

Cite

@article{arxiv.2405.19780,
  title  = {Convergence Results for Approximation with independent Variables},
  author = {Freddy Delbaen and Chitro Majumdar},
  journal= {arXiv preprint arXiv:2405.19780},
  year   = {2024}
}
R2 v1 2026-06-28T16:46:46.233Z