b*****g
发帖数: 15 | 1 Let (X,O,mu) be a measure space. Let f be a non-negative measurable function
on X and N a positive real number. Does Chebychev's inequality bind at the
limit?
limit_N->infinite, Int{f dmu/X in mu(N)}/(N*mu(N))=1,
where mu(N)=mu{x in X/f(x)>=N}.
In fact, it is just a question about the conditional expectation with
truncation.
(If f is integrable, does it help?)
Thank you! |
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