Notes on Peng?s independence in sublinear expectation theory

被引：0
|
作者：
Guo, Xiaofan [1 ,2 ]
Li, Shan [3 ]
Li, Xinpeng [1 ,2 ]
机构：
[1] Shandong Univ, Minist Educ, Res Ctr Math & Interdisciplinary Sci, Frontiers Sci Ctr Nonlinear Expectat, Qingdao 266237, Peoples R China
[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
[3] Shandong First Med Univ, Coll Med Informat Engn, Tai An 271016, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2023年 / 193卷
关键词：
Conditional expectation; Independence; Law of large numbers; Probability kernel; Sublinear expectation;
D O I：
10.1016/j.spl.2022.109719
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper introduces a new viewpoint of Peng's independence in sublinear expectation theory via conditional expectation and provides new construction of independent random variables on the canonical product space RN via probability kernels. As an application, the law of large numbers in random type under sublinear expectation is proved.(c) 2022 Elsevier B.V. All rights reserved.
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页数：8
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