Limit theorems under nonlinear expectations dominated by sublinear expectations
Probability
2025-06-23 v1
Abstract
In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit distributions can be completely nonlinear. Finally, we study the limit theorem in a special case, where the limit distribution satisfies positive homogeneity.
Cite
@article{arxiv.2506.17109,
title = {Limit theorems under nonlinear expectations dominated by sublinear expectations},
author = {Xiaojuan Li and Mingshang Hu},
journal= {arXiv preprint arXiv:2506.17109},
year = {2025}
}
Comments
20 pages