Independence Under the G-Expectation Framework |
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| Authors: | Mingshang Hu Xiaojuan Li |
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| Institution: | 1. School of Mathematics, Shandong University, Jinan, 250100, China
2. International Business School, Shandong Youth University of Political Science, Jinan, 250103, China
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| 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. |
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