2 papers
cs.IT2025
Proofs for Folklore Theorems on the Radon-Nikodym Derivative
Yaiza Bermudez, Gaetan Bisson, Iñaki Esnaola +1
In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of con…
cs.IT2025
Variations on the Expectation due to Changes in the Probability Measure
Samir M. Perlaza, Gaetan Bisson
In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. Th…