A New Central Limit Theorem under Sublinear Expectations
A New Central Limit Theorem under Sublinear Expectations
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发表时间：
2008-03
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通讯作者：
S. Peng
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作者：
S. Peng
我们描述了亚线性期望空间的新框架以及分布、独立性的相关概念和结果。引入了 G 分布的新概念，它概括了我们的 G 正态分布，即平均不确定性也可以被描述。 W 提出了次线性期望下中心极限定理的新结果。该定理也可以被视为大数定律在均值不确定性情况下的推广。
We 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.