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· 2020

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math.PR 1

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2024 1

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CONDITIONAL 1

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Invariant Sublinear Expectations

math.PR · 2024-11-21 · conditional · novelty 7.0

Invariant sublinear expectations decompose into periodic components; strongly ergodic continuous ones have a finite period p_E and p_E-step time averages attain the upper expectation.

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  • Invariant Sublinear Expectations math.PR · 2024-11-21 · conditional · none · ref 5

    Invariant sublinear expectations decompose into periodic components; strongly ergodic continuous ones have a finite period p_E and p_E-step time averages attain the upper expectation.