Law of large numbers and central limit theorem under nonlinear expectations
Abstract The main achievement of this paper is the finding and proof of Central Limit Theorem (CLT, see Theorem 12) under the framework of sublinear expectation. Roughly speaking under some reasonable assumption, the random sequence {1/n(X1+⋯+Xn)}i=1∞ $\{1/\sqrt {n}(X_{1}+\cdots +X_{n})\}_{i=1}^{\in...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2019-04-01
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| Series: | Probability, Uncertainty and Quantitative Risk |
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| Online Access: | http://link.springer.com/article/10.1186/s41546-019-0038-2 |