Let (Ω, F, P) be a probability space, and let X be a random variable defined on (Ω, F, P). If A is a sub σ-field of F, then E(X ∣ A) is the a.s. unique A measurable function such that, for all A ε A, ...
In this paper, convergence of series and almost sure convergence are established for weighted random variables under a sub-linear expectation space. Our results are very extensive versions which ...
A random variable that can take only a certain specified set of individual possible values-for example, the positive integers 1, 2, 3, . . . For example, stock prices are discrete random variables, ...