The Independence under Sublinear Expectations

Abstract

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.

8 pages

References in corpus (3)

• A New Central Limit Theorem under Sublinear Expectations
• G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
• Tightness, weak compactness of nonlinear expectations and application to CLT