A central limit theorem under sublinear expectations

Min Li; Yufeng Shi

doi:10.1007/s11425-010-3156-y

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arXiv · 1005.4188

A central limit theorem under sublinear expectations

Min Li·Yufeng Shi

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Abstract

In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.

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Min Li, Yufeng Shi. 2010-05-23. A central limit theorem under sublinear expectations. https://doi.org/10.1007/s11425-010-3156-y

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