A New Central Limit Theorem under Sublinear Expectations

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dc.creatorPeng, Shige
dc.date2008-03-18
dc.date.accessioned2026-07-07T09:27:22Z
dc.date.available2026-07-07T09:27:22Z
dc.descriptionWe describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that mean-uncertainty can be also described. W present our new result of central limit theorem under sublinear expectation. This theorem can be also regarded as a generalization of the law of large number in the case of mean-uncertainty.
dc.identifierhttps://arxiv.org/abs/0803.2656
dc.identifierhttp://arxiv.org/abs/0803.2656
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/157079
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60H10, 60H05, 60H30
dc.titleA New Central Limit Theorem under Sublinear Expectations
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