English

Sensitive Random Variables are Dense in Every $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$

Probability 2020-07-22 v3

Abstract

We show that, for every 1p<+1 \leq p < +\infty and for every Borel probability measure P\mathbb{P} over R\mathbb{R}, every element of Lp(R,BR,P)L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P}) is the LpL^{p}-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 LpL^{p}-approximation for LpL^{p} functions on R\mathbb{R}.

Keywords

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

R2 v1 2026-06-23T16:17:09.713Z