A general central limit theorem under sublinear expectations
نویسندگان
چکیده
منابع مشابه
A New Central Limit Theorem under Sublinear Expectations
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that mean-uncertainty can be also described. W present our new result of central limit theorem under sublinear expectation. This theorem can be also regarded as a ge...
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ژورنال
عنوان ژورنال: Science China Mathematics
سال: 2010
ISSN: 1674-7283,1869-1862
DOI: 10.1007/s11425-010-3156-y