Sensitive Random Variables are Dense in Every $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$
Abstract
We show that, for every $1 \leq p < +\infty$ and for every Borel probability measure $\mathbb{P}$ over $\mathbb{R}$, every element of $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$ is the $L^{p}$-limit of some sequence of bounded random variables that are Lebesgue-almost everywhere differentiable with derivatives having norm greater than any pre-specified real number at every point of differentiability. In general, this result provides, in some direction, a finer description of an $L^{p}$-approximation for $L^{p}$ functions on $\mathbb{R}$.
- Publication:
-
arXiv e-prints
- Pub Date:
- June 2020
- DOI:
- 10.48550/arXiv.2006.07372
- arXiv:
- arXiv:2006.07372
- Bibcode:
- 2020arXiv200607372C
- Keywords:
-
- Mathematics - Probability;
- 60A10;
- 46E30;
- 26A24
- E-Print:
- Some minor improvements in the abstract and introduction that could otherwise be misleading. Besides the preciseness of statements, the definition of an $M$-sensitive random variable should include a regularity condition such as $\mathbb{P}$-essential boundedness. Some slight improvements in the proof are made accordingly. For v3: Two slight improvements are made in the proof, one for a remark