The minimum mean square estimator of integrable variables under sublinear operators

Shaolin Ji; Chuiliu Kong; Chuanfeng Sun

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arXiv · 1903.02404

The minimum mean square estimator of integrable variables under sublinear operators

Shaolin Ji·Chuiliu Kong·Chuanfeng Sun

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Abstract

In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estimator are obtained. Several properties of the minimum mean square estimator for non-bounded random variables are proved under some mild assumptions.

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Shaolin Ji, Chuiliu Kong, Chuanfeng Sun. 2019-03-05. The minimum mean square estimator of integrable variables under sublinear operators. https://arxiv.org/abs/1903.02404

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