A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space

Ze-Chun Hu; Qian-Qian Zhou

doi:10.3969/j.issn.1001-4268.2018.06.003

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arXiv · 1705.08333

A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space

Ze-Chun Hu·Qian-Qian Zhou

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Abstract

In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear expectation space, we give de La Vallée Poussin criterion for the uniform integrability of random variables and do some other discussions.

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Ze-Chun Hu, Qian-Qian Zhou. 2017-09-22. A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space. https://doi.org/10.3969/j.issn.1001-4268.2018.06.003

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