Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
نویسندگان
چکیده
Abstract In this paper, we investigate the central limit theorem and invariance principle for linear processes generated by a new notion of independently identically distributed (IID) random variables sub-linear expectations initiated Peng [19]. It turns out that these theorems are natural fairly neat extensions classical Kolmogorov’s to case where probability measures no longer additive.
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ژورنال
عنوان ژورنال: Applied Mathematics-a Journal of Chinese Universities Series B
سال: 2021
ISSN: ['1005-1031', '1993-0445', '1000-4424']
DOI: https://doi.org/10.1007/s11766-021-3882-7