Convergence results for approximations with independent variables
For a square integrable m-dimensional random variable X on a probability space (Ω, F, P) and a sub sigma algebra A, we show that there is a constructive way to represent X − E[X | A] as the sum of a series of variables that are independent of A.
Publication Details
- Journal
- Repository for Publications and Research Data (ETH Zurich)
- Published
- 2024-09-01
- DOI
- https://doi.org/10.3929/ethz-b-000699092
- Primary Topic
- Advanced Banach Space Theory
- Type
- article
- Field-Weighted Citation Impact
- 0.00