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統計数学セミナー
過去の記録 ～09/29｜次回の予定｜今後の予定 09/30～
| 担当者 | 吉田朋広、増田弘毅、荻原哲平、小池祐太 |
|---|---|
| 目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
次回の予定
2025年10月03日(金)
16:00-17:10 数理科学研究科棟(駒場) 123号室
ハイブリッド開催
Freddy Delbaen 氏 (ETH Zurich)
Writing Uncorrelated Random Variables as a sum of Independent Random Variables (English)
https://u-tokyo-ac-jp.zoom.us/meeting/register/-kK0DZB6SbeMyAye6ujPeA
ハイブリッド開催
Freddy Delbaen 氏 (ETH Zurich)
Writing Uncorrelated Random Variables as a sum of Independent Random Variables (English)
[ 講演概要 ]
With Majumdar I proved that for a random variable $X$ that is uncorrelated to a sigma algebra, there exists a best approximation by a random variable that is independent of the sigma algebra. Inductively we get a series of random variables whose terms are independent of the sigma algebra. We show that this series converge to $X$ in $L^2$. The proof uses the Knott-Smith theorem from transport theory. In an earlier version we could show that convergence took place in $L^1$.
[ 参考URL ]With Majumdar I proved that for a random variable $X$ that is uncorrelated to a sigma algebra, there exists a best approximation by a random variable that is independent of the sigma algebra. Inductively we get a series of random variables whose terms are independent of the sigma algebra. We show that this series converge to $X$ in $L^2$. The proof uses the Knott-Smith theorem from transport theory. In an earlier version we could show that convergence took place in $L^1$.
https://u-tokyo-ac-jp.zoom.us/meeting/register/-kK0DZB6SbeMyAye6ujPeA
