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arXiv:1107.0361 [math.PR]AbstractReferencesReviewsResources

The Independence under Sublinear Expectations

Mingshang Hu

Published 2011-07-02Version 1

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.

Comments: 8 pages
Categories: math.PR
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