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A general central limit theorem under sublinear expectations 被引量:16

A general central limit theorem under sublinear expectations
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摘要 Under some weaker conditions,we give a central limit theorem under sublinear expectations,which extends Peng's central limit theorem. Under some weaker conditions,we give a central limit theorem under sublinear expectations,which extends Peng’s central limit theorem.
出处 《Science China Mathematics》 SCIE 2010年第8期1989-1994,共6页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China (Grant No.10771122) Natural Science Foundation of Shandong Province of China (Grant No.Y2006A08) National Basic Research Program of China (Grant No.2007CB814900)
关键词 central LIMIT THEOREM SUBLINEAR EXPECTATION G-normal distribution central limit theorem sublinear expectation G-normal distribution
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