{ "id": "1705.08333", "version": "v1", "published": "2017-05-23T14:51:30.000Z", "updated": "2017-05-23T14:51:30.000Z", "title": "A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space", "authors": [ "Ze-Chun Hu", "Qian-Qian Zhou" ], "comment": "9 pages", "categories": [ "math.PR" ], "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 Vall\\'ee Poussin criterion for the uniform integrability of random variables and do some other discussions.", "revisions": [ { "version": "v1", "updated": "2017-05-23T14:51:30.000Z" } ], "analyses": { "keywords": [ "sublinear expectation space", "random variables", "uniform integrability", "probability space", "vallee poussin criterion" ], "note": { "typesetting": "TeX", "pages": 9, "language": "en", "license": "arXiv", "status": "editable" } } }