Year: 2024
Type: preprint
Abstract: For a square integrable $m$-dimensional random variable $X$ on a probability space $(Ω,\Fc,\Pr)$ and a sub sigma algebra $\Ac$, we show that there is a constructive way to represent $X-\Er[X\mid\Ac]$ as the sum of a series of variables that are independent of $\Ac$.
Source: arXiv (Cornell University)
Authors: Delbaen, Freddy, Majumdar, Chitro
Institutions: University of Zurich, ETH Zurich, Jumeira University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4399252368