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arXiv · 2405.19780

Convergence Results for Approximation with independent Variables

Freddy Delbaen·Chitro Majumdar
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Abstract

For a square integrable $m$-dimensional random variable $X$ on a probability space $(\Omega,\Fc,\Pr)$ and a sub sigma algebra $\Ac$, we show that there is a constructive way to represent $X-\Er[X\mid\Ac]$ as the sum of a series of variables that are independent of $\Ac$.

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Freddy Delbaen, Chitro Majumdar. 2024-05-30. Convergence Results for Approximation with independent Variables. https://arxiv.org/abs/2405.19780

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