Sensitive Random Variables are Dense in Every $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$
Abstract
We show that, for every and for every Borel probability measure over , every element of is the -limit of some sequence of bounded random variables that are Lebesgue-almost everywhere differentiable with derivatives having norm greater than any pre-specified real number at every point of differentiability. In general, this result provides, in some direction, a finer description of an -approximation for functions on .
Cite
@article{arxiv.2006.07372,
title = {Sensitive Random Variables are Dense in Every $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$},
author = {Yu-Lin Chou},
journal= {arXiv preprint arXiv:2006.07372},
year = {2020}
}
Comments
Some minor improvements in the abstract and introduction that could otherwise be misleading. Besides the preciseness of statements, the definition of an $M$-sensitive random variable should include a regularity condition such as $\mathbb{P}$-essential boundedness. Some slight improvements in the proof are made accordingly. For v3: Two slight improvements are made in the proof, one for a remark