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arxiv: 1107.0361 · v1 · pith:SDD5R7NHnew · submitted 2011-07-02 · 🧮 math.PR

The Independence under Sublinear Expectations

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keywords independentsublinearunderdistributedexpectationexpectationsindependencemaximally
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We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.

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