A central limit theorem under sublinear expectations
Probability
2015-05-19 v1
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.
Cite
@article{arxiv.1005.4188,
title = {A central limit theorem under sublinear expectations},
author = {Min Li and Yufeng Shi},
journal= {arXiv preprint arXiv:1005.4188},
year = {2015}
}