The Independence under Sublinear Expectations
Probability
2011-07-05 v1
Abstract
We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.
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Cite
@article{arxiv.1107.0361,
title = {The Independence under Sublinear Expectations},
author = {Mingshang Hu},
journal= {arXiv preprint arXiv:1107.0361},
year = {2011}
}
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8 pages