Convergence Results for Approximation with independent Variables
Freddy DelbaenChitro Majumdar
所有作者
Freddy DelbaenChitro Majumdar
文献摘要
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∣\Ac] as the sum of a series of variables that are independent of \Ac.