arXiv:1705.08333 [math.PR]AbstractReferencesReviewsResources
A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space
Published 2017-05-23Version 1
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 Vall\'ee Poussin criterion for the uniform integrability of random variables and do some other discussions.
Comments: 9 pages
Categories: math.PR
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