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arXiv · 1107.0361

The Independence under Sublinear Expectations

Mingshang Hu
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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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Mingshang Hu. 2011-07-02. The Independence under Sublinear Expectations. https://arxiv.org/abs/1107.0361

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