A weighted central limit theorem under sublinear expectations
Probability
2011-05-05 v1
Abstract
In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.
Cite
@article{arxiv.1105.0727,
title = {A weighted central limit theorem under sublinear expectations},
author = {Defei Zhang},
journal= {arXiv preprint arXiv:1105.0727},
year = {2011}
}
Comments
11 pages