A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space
arXiv:1705.08333 · doi:10.3969/j.issn.1001-4268.2018.06.003
Abstract
In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear expectation space, we give de La Vallée Poussin criterion for the uniform integrability of random variables and do some other discussions.
10 pages