Almost Sure Equality Preserves Square-Integrability and the Mean-Square Norm
lemmalem:almost-sure-equality-square-integrable-2026aLet be a probability space, and let and be random variables on it that are almost surely equal, in the sense that there is an event with such that for every .
If is square-integrable, then is square-integrable, the expectations and are equal, and and have the same mean-square norm.
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