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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Acknowledgments
M. Hu is thankful for the support from the National Natural Science Foundation of China (11201262) and the Independent Innovation Foundation of Shandong University (2010GN026).
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Hu, M., Li, X. Independence Under the \(G\)-Expectation Framework. J Theor Probab 27, 1011–1020 (2014). https://doi.org/10.1007/s10959-012-0471-y
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DOI: https://doi.org/10.1007/s10959-012-0471-y